Augmented Lagrange-SQP Methods with Lipschitz-Continuous Lagrange Multiplier Updates

DOI10.1137/S0036142998348212MaRDI QIDQ4539423zbMATH OpenOpenAlexFDO

Authors Ekkehard W. Sachs, S. Volkwein

Publication date 8 July 2002

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0036142998348212

zbMATH Keywords

multiplier methodsmultiplier updatesnonlinear programmingSQP methods

Mathematics Subject Classification ID

Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Numerical methods for partial differential equations, boundary value problems (65N99) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

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(5)

• Convergence rate of the augmented Lagrangian SQP method
• Affine Invariant Convergence Analysis for Inexact Augmented Lagrangian-SQP Methods
• Mesh-Independence of Lagrange-SQP Methods with Lipschitz-Continuous Lagrange Multiplier Updates
• A smoothed penalty iteration for state constrained optimal control problems for partial differential equations
• Adaptive finite element approximation for a constrained optimal control problem via multi-meshes

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