Uniform convergence and mesh independence of Newton's method for discretized variational problems

SIAM Journal on Control and Optimization

Volumn 39, Issue 3, 2000, Pages 961-980

  Dontchev, A L ^a   Hager, W W ^a   Veliov, V M ^a  

^a Mathematical Reviews   (United States)

Author keywords

Discrete approximation; Mesh independence; Newton's method; Optimal control; Sequential quadratic programming; Variational inequality

Indexed keywords

APPROXIMATION THEORY; BOUNDARY CONDITIONS; CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; MATHEMATICAL MODELS; QUADRATIC PROGRAMMING; VARIATIONAL TECHNIQUES;

DISCRETE APPROXIMATION; DISCRETIZED VARIATIONAL PROBLEMS; MESH INDEPENDENCE; NEWTON METHOD; SEQUENTIAL QUADRATIC PROGRAMMING; VARIATIONAL INEQUALITY;

OPTIMAL CONTROL SYSTEMS;

EID: 0034437960     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012998338570     Document Type: Article

References (14)

1. A mesh-independence principle for operator equations and their discretizations
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3. The Lagrange-Newton method for state constrained optimal control problems
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5. Lipschitzian stability in nonlinear control and optimization
6. Optimality, stability and convergence in nonlinear control
7. Variants of the Kuhn-Tucker sufficient conditions in cones of non-negative functions
8. Dual approximations in optimal control
9. Multiplier methods for nonlinear optimal control
10. Mesh independence of the gradient projection method for optimal control problems
11. Augmented Lagrangian-SQP techniques and their approximations
12. Generalized equations
13. An SQP method for the optimal control of a nonlinear heat equation
14. Mesh-independence of an augmented Lagrangian-SQP method in Hilbert spaces and control problems for the burgers equation