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Quadratic convergence of an SQP method for some optimization problems with applications to control theory

Abstract: We analyze a sequential quadratic programming (SQP) algorithm for solving a class of abstract optimization problems. Assuming that the initial point is in an L2 neighborhood of a local solution that satisfies no-gap second-order sufficient optimality conditions and a strict complementarity condition, we obtain stability and quadratic convergence in Lq for all q E [p, infinito] where p>2 depends on the problem. Many of the usual optimal control problems of partial differential equations fit into this abstract formulation. Some examples are given in the paper. Finally, a computational comparison with other versions of the SQP method is presented.

 Authorship: Casas E., Mateos M.,

 Fuente: SIAM Journal on Control and Optimization, 2026, 64(3), 1127-1149

 Publisher: Society for Industrial and Applied Mathematics

 Year of publication: 2026

 No. of pages: 23

 Publication type: Article

 DOI: 10.1137/25M176533X

 ISSN: 0363-0129,1095-7138

 Spanish project: PID2023-147610NB-I00

Authorship

MARIANO MATEOS ALBERDI