On the Lagrange-Newton-SQP method for the optimal control of semilinear parabolic equations

Authors
Citation
F. Troltzsch, On the Lagrange-Newton-SQP method for the optimal control of semilinear parabolic equations, SIAM J CON, 38(1), 1999, pp. 294-312
Citations number
34
Categorie Soggetti
Mathematics,"Engineering Mathematics
Journal title
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN journal
03630129 → ACNP
Volume
38
Issue
1
Year of publication
1999
Pages
294 - 312
Database
ISI
SICI code
0363-0129(199912)38:1<294:OTLMFT>2.0.ZU;2-A
Abstract
A class of Lagrange-Newton-SQP methods is investigated for optimal control problems governed by semilinear parabolic initial-boundary value problems. Distributed and boundary controls are given, restricted by pointwise upper and lower bounds. The convergence of the method is discussed in appropriate Banach spaces. Based on a weak second order sufficient optimality conditio n for the reference solution, local quadratic convergence is proved. The pr oof is based on the theory of Newton methods for generalized equations in B anach spaces.