Augmented Lagrangian-SQP-methods in Hilbert spaces and application to control in the coefficients problems

被引：53

作者：

Ito, K ^{[1
]}

Kunisch, K ^{[1
]}

机构：

[1] TECH UNIV BERLIN,INST MATH,D-10623 BERLIN,GERMANY

来源：

SIAM JOURNAL ON OPTIMIZATION | 1996年 / 6卷 / 01期

关键词：

augmented Lagrangians; SQP-methods; parameter estimation problems;

D O I：

10.1137/0806007

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Augmented Lagrangian methods for optimization problems in Hilbert spaces with second order updates of the Lagrangian are analyzed. The relationship and the differences to SQP-methods are pointed out. The convergence results depend on the second order sufficient optimality condition. Applications to parameter estimation problems are given and illustrated by numerical results. These illustrate the global behavior of the method.

引用

页码：96 / 125

页数：30

共 12 条

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Bertsekas D. P., 2019, Reinforcement learning and optimal control

[2]

BYRD RH, SQP AUGMENTED LAGRAN

[3] OUTPUT LEAST-SQUARES STABILITY IN ELLIPTIC-SYSTEMS [J].