Project Details
Description
We develop a class of augmented Lagrangian algorithms
for the solution of optimization problems with equality constraints
posed in an infinite-dimensional setting. This research is motivated
by the numerical solution of optimal control problems. The purpose is
to extend, from finite dimensions, a class of augmented Lagrangian
algorithms similar to that implemented in the software
LANCELOT.
for the solution of optimization problems with equality constraints
posed in an infinite-dimensional setting. This research is motivated
by the numerical solution of optimal control problems. The purpose is
to extend, from finite dimensions, a class of augmented Lagrangian
algorithms similar to that implemented in the software
LANCELOT.
| Status | Active |
|---|---|
| Effective start/end date | 1/09/96 → … |
Keywords
- nonlinear optimization
- constrained optimization
- infinite-dimensional setting