THE LAGRANGE-NEWTON METHOD FOR INFINITE-DIMENSIONAL OPTIMIZATION PROBLEMS

被引：45

作者：

ALT, W ^{[1
]}

机构：

[1] UNIV BAYREUTH,INST MATH,W-8580 BAYREUTH,GERMANY

来源：

NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION | 1990年 / 11卷 / 3-4期

关键词：

infinite-dimensional optimization; Lagrange-Newton method; sequential quadratic programming;

D O I：

10.1080/01630569008816371

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper investigates local convergence properties of the Lagrange-Newton method for optimization problems in reflexive Banach spaces. Sufficient conditions for quadratic convergence of optimal solutions and Lagrange multipliers are given. The results are applied to optimal control problems. © 1990, Taylor & Francis Group, LLC. All rights reserved.

引用

页码：201 / 224

页数：24

共 22 条

[1] STABILITY OF SOLUTIONS FOR A CLASS OF NONLINEAR CONE CONSTRAINED OPTIMIZATION PROBLEMS, .2. APPLICATION TO PARAMETER-ESTIMATION [J].