Sequential and parallel splitting methods for bilinear control problems in Hilbert spaces

被引：28

作者：

Kunisch, K ^{[1
]}

Tai, XC ^{[1
]}

机构：

[1] GRAZ TECH UNIV,INST MATH,A-8010 GRAZ,AUSTRIA

来源：

SIAM JOURNAL ON NUMERICAL ANALYSIS | 1997年 / 34卷 / 01期

关键词：

sequential; parallel splitting; parameter estimation; bilinear control; elliptic equations;

D O I：

10.1137/S0036142993255253

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

An augmented Lagrangian method with second-order update is developed, and its relationship to the sequential quadratic programming method is described. The rate of convergence proof depends on a second-order sufficient optimality condition, which is shown to be satisfied for a class of nonlinear optimal control problems of tracking type. Numerical examples are included which demonstrate the globalizing effect of the augmented Lagrangian method.

引用

页码：91 / 118

页数：28

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