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Convergence analysis of the SQP method for nonlinear mixed‐constrained elliptic optimal control problems
Author(s) -
Griesse R.,
Metla N.,
Rösch A.
Publication year - 2008
Publication title -
zamm ‐ journal of applied mathematics and mechanics / zeitschrift für angewandte mathematik und mechanik
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 51
eISSN - 1521-4001
pISSN - 0044-2267
DOI - 10.1002/zamm.200800036
Subject(s) - sequential quadratic programming , pointwise , mathematics , convergence (economics) , optimal control , nonlinear system , boundary (topology) , quadratic equation , local convergence , mathematical optimization , nonlinear programming , mathematical analysis , quadratic programming , iterative method , geometry , physics , quantum mechanics , economics , economic growth
Semilinear elliptic optimal boundary control problems with nonlinear pointwise mixed control‐state constraints are considered. Necessary and sufficient optimality conditions are given. The local quadratic convergence of the SQP method is proved and confirmed by numerical results.