TY - JOUR
T1 - Global convergence of trust-region interior-point algorithms for infinite-dimensional nonconvex minimization subject to pointwise bounds
AU - Ulbrich, Michael
AU - Ulbrich, Stefan
AU - Heinkenschloss, Matthias
PY - 1999
Y1 - 1999
N2 - A class of interior-point trust-region algorithms for infinite-dimensional nonlinear optimization subject to pointwise bounds in Lp-Banach spaces, 2≤p≤∞, is formulated and analyzed. The problem formulation is motivated by optimal control problems with Lp-controls and pointwise control constraints. The interior-point trust-region algorithms are generalizations of those recently introduced by Coleman and Li for finite-dimensional problems. Many of the generalizations derived in this paper are also important in the finite-dimensional context. All first- and second-order global convergence results known for trust-region methods in the finite-dimensional setting are extended to the infinite-dimensional framework of this paper.
AB - A class of interior-point trust-region algorithms for infinite-dimensional nonlinear optimization subject to pointwise bounds in Lp-Banach spaces, 2≤p≤∞, is formulated and analyzed. The problem formulation is motivated by optimal control problems with Lp-controls and pointwise control constraints. The interior-point trust-region algorithms are generalizations of those recently introduced by Coleman and Li for finite-dimensional problems. Many of the generalizations derived in this paper are also important in the finite-dimensional context. All first- and second-order global convergence results known for trust-region methods in the finite-dimensional setting are extended to the infinite-dimensional framework of this paper.
UR - http://www.scopus.com/inward/record.url?scp=0032651455&partnerID=8YFLogxK
U2 - 10.1137/S0363012997319541
DO - 10.1137/S0363012997319541
M3 - Article
AN - SCOPUS:0032651455
SN - 0363-0129
VL - 37
SP - 731
EP - 764
JO - SIAM Journal on Control and Optimization
JF - SIAM Journal on Control and Optimization
IS - 3
ER -