Buscar

Estamos realizando la búsqueda. Por favor, espere...

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.

 Autoría: Casas E., Mateos M.,

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

 Editorial: Society for Industrial and Applied Mathematics

 Año de publicación: 2026

 Nº de páginas: 23

 Tipo de publicación: Artículo de Revista

 DOI: 10.1137/25M176533X

 ISSN: 0363-0129,1095-7138

 Proyecto español: PID2023-147610NB-I00

Autoría

MARIANO MATEOS ALBERDI