Augmented Lagrange-SQP methods with Lipschitz-continuous Lagrange multiplier updates

被引：5
|
作者：
Sachs, E [1 ]
Volkwein, S
机构：
[1] Univ Trier, Fachbereich Math 4, D-54286 Trier, Germany
[2] Virginia Polytech Inst & State Univ, ICAM, Dept Math, Blacksburg, VA 24061 USA
[3] Karl Franzens Univ Graz, Inst Math, A-8010 Graz, Austria
来源：
SIAM JOURNAL ON NUMERICAL ANALYSIS | 2002年 / 40卷 / 01期
关键词：
nonlinear programming; multiplier methods; Lipschitz-continuous multiplier methods; Burgers equation;
D O I：
10.1137/S0036142998348212
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Augmented Lagrangian-SQP methods using Lipschitz-continuous Lagrange multiplier updates are analyzed. Kantorovich-style convergence results are proved and applied to the discretization of optimal control problems. The existence of stationary points for the discretized problems is also discussed.
引用
收藏
页码：233 / 253
页数：21
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