Inexact SQP interior point methods and large scale optimal control problems
Identifieur interne : 002006 ( Main/Exploration ); précédent : 002005; suivant : 002007Inexact SQP interior point methods and large scale optimal control problems
Auteurs : F. Leibfritz [Allemagne] ; E. W. SachsSource :
- SIAM Journal on Control and Optimization [ 0363-0129 ] ; 2000.
Descripteurs français
- Pascal (Inist)
English descriptors
- KwdEn :
- Algorithms, Constraint theory, Control system analysis, Convergence of numerical methods, Inexact sequential quadratic programming (SQP) methods, Interior point methods, Iterative methods, Large scale systems, Nonlinear control systems, Optimal control systems, Partial differential equations, Quadratic programming, Theory.
Abstract
Optimal control problems with partial differential equations lead to large scale nonlinear optimization problems with constraints. An efficient solver which takes into account the structure and also the size of the problem is an inexact sequential quadratic programming method where the quadratic problems are solved iteratively. Based on a reformulation as a mixed nonlinear complementarity problem we give a measure of when to terminate the iterative quadratic program solver. For the latter we use an interior point algorithm. Under standard assumptions, local linear, superlinear, and quadratic convergence can be proved. The numerical application is an optimal control problem from nonlinear heat conduction.
Affiliations:
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Le document en format XML
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