Augmented Lagrangian-SQP-Methods in Hilbert Spaces and Application to Control in the Coefficients Problems
Authors:
- Kazufumi ItoKIKazufumi Ito
- Karl KunischKKKarl Kunisch
- 1 February 1996
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Optimization
- Vol. 6 (1) , 96-125
Abstract
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.Keywords
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