M. Ulbrich et al., Global convergence of trust-region interior-point algorithms for infinite-dimensional nonconvex minimization subject to pointwise bounds, SIAM J CON, 37(3), 1999, pp. 731-764
A class of interior-point trust-region algorithms for infinite-dimensional
nonlinear optimization subject to pointwise bounds in L-p-Banach spaces, 2
less than or equal to p less than or equal to infinity, is formulated and a
nalyzed. The problem formulation is motivated by optimal control problems w
ith L-p-controls and pointwise control constraints. The interior-point trus
t-region algorithms are generalizations of those recently introduced by Col
eman and Li [SIAM J. Optim., 6 (1996), pp. 418-445] for finite-dimensional
problems. Many of the generalizations derived in this paper are also import
ant in the finite-dimensional context. All first- and second-order global c
onvergence results known for trust-region methods in the finite-dimensional
setting are extended to the infinite-dimensional framework of this paper.