Augmented Lagrange-SQP Methods with Lipschitz-Continuous Lagrange Multiplier Updates

Authors:
E. Sachs;S. Volkwein
Affiliations:
-;-
Venue:
SIAM Journal on Numerical Analysis
Year:
2002

Citing 0
Cited 3

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Abstract

Augmented Lagrangian-SQP methods using Lipschitz-continuous Lagrange multiplier updates are analyzed. Kantorovich-style convergence results are proved and applied to the discretization of optimal control problems. The existence of stationary points for the discretized problems is also discussed.