Treffer: Affine invariant convergence analysis for inexact augmented Lagrangian-SQP methods

Title:
Affine invariant convergence analysis for inexact augmented Lagrangian-SQP methods
Authors:
VOLKWEIN, S, WEISER, M
Source:
SIAM journal on control and optimization. 41(3):875-899
Publisher Information:
Philadelphia, PA: Society for Industrial and Applied Mathematics, 2003.
Publication Year:
2003
Physical Description:
print, 19 ref
Original Material:
CRAN
Subject Terms:
Control theory, operational research, Automatique, recherche opérationnelle, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Méthodes numériques en programmation mathématique, optimisation et calcul variationnel, Numerical methods in mathematical programming, optimization and calculus of variations, Programmation mathématique numérique, Numerical methods in mathematical programming, Sciences appliquees, Applied sciences, Recherche operationnelle. Gestion, Operational research. Management science, Recherche opérationnelle et modèles formalisés de gestion, Operational research and scientific management, Programmation mathématique, Mathematical programming, Informatique; automatique theorique; systemes, Computer science; control theory; systems, Automatique théorique. Systèmes, Control theory. Systems, Divers, Miscellaneous, Commande optimale, Optimal control, Control óptimo, Contrôle optimal, Optimal control (mathematics), Control óptimo (matemáticas), Equation Burgers, Burgers equation, Ecuación Burgers, Erreur troncature, Truncation error, Error truncamiento, Invariant, Invariante, Lagrangien, Lagrangian, Lagrangiano, Multiplicateur, Multiplier, Multiplicador, Méthode Lagrange, Lagrangian method, Método Lagrange, Méthode numérique, Numerical method, Método numérico, Méthode séquentielle, Sequential method, Método secuencial, Non linéarité, Nonlinearity, No linealidad, Programmation quadratique, Quadratic programming, Programación cuadrática, Programmation, Programming, Programación, Système linéaire, Linear system, Sistema lineal, Transformation affine, Affine transformation, Transformación afín, Troncature, Truncation, Truncamiento
Document Type:
Fachzeitschrift Article
File Description:
text
Language:
English
Author Affiliations:
Karl-Franzens-Universität Graz, Institut für Mathematik, Heinrichstrasse 36, 8010 Graz, Austria
Konrad-Zuse-Zentrum für Informationstechnik Berlin (ZIB), Takustrasse 7, 14195 Berlin, Germany
ISSN:
0363-0129
Access URL:
http://pascal-francis.inist.fr/vibad/index.php?action=search&terms=14871005
Rights:
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Computer science; theoretical automation; systems

Mathematics

Operational research. Management
Accession Number:
edscal.14871005
Database:
PASCAL Archive

Weitere Informationen

An affine invariant convergence analysis for inexact augmented Lagrangian-SQP methods is presented. The theory is used for the construction of an accuracy matching between iteration errors and truncation errors, which arise from the inexact linear system solvers. The theoretical investigations are illustrated numerically by an optimal control problem for the Burgers equation.