Global convergence of trust-region interior-point algorithms for infinite-dimensional nonconvex minimization subject to pointwise bounds

Citation
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
Citations number
24
Categorie Soggetti
Mathematics,"Engineering Mathematics
Journal title
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN journal
03630129 → ACNP
Volume
37
Issue
3
Year of publication
1999
Pages
731 - 764
Database
ISI
SICI code
0363-0129(19990413)37:3<731:GCOTIA>2.0.ZU;2-P
Abstract
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.