Quadratic convergence of an SQP method for some optimization problems with applications to control theory
We analyze a sequential quadratic programming (SQP) algorithm for solving a class of abstract optimization problems. Assuming that the initial point is in an L2 neighborhood of a local solution that satisfies no-gap second-order sufficient optimality conditions and a strict complementarity condition...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2026 |
| País: | España |
| Institución: | Universidad de Cantabria (UC) |
| Repositorio: | UCrea Repositorio Abierto de la Universidad de Cantabria |
| Idioma: | inglés |
| OAI Identifier: | oai:dnet:ucreareposit::8f3a056d89aa23a580dd83b82bf2b7ba |
| Acceso en línea: | https://hdl.handle.net/10902/40422 |
| Access Level: | acceso abierto |
| Palabra clave: | Sequential quadratic programming Optimal control of partial differential equations Optimality conditions Strict complementarity |
| Sumario: | We analyze a sequential quadratic programming (SQP) algorithm for solving a class of abstract optimization problems. Assuming that the initial point is in an L2 neighborhood of a local solution that satisfies no-gap second-order sufficient optimality conditions and a strict complementarity condition, we obtain stability and quadratic convergence in Lq for all q ∈[p,∞] where p ≥2 depends on the problem. Many of the usual optimal control problems of partial differential equations fit into this abstract formulation. Some examples are given in the paper. Finally, a computational comparison with other versions of the SQP method is presented. |
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