Primal-dual interior-point methods for PDE-constrained optimization

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Primal-dual interior-point methods for PDE-constrained optimization

Abstract. This paper provides a detailed analysis of a primal-dual interior-point method for PDE-constrained optimization. Considered are optimal control problems with control constraints in L. It is shown that the developed primal-dual interior-point method converges globally and locally superlinearly. Not only the easier L-setting is analyzed, but also a more involved L-analysis, q < ∞, is pr...

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Primal-dual interior-point methods

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ژورنال

عنوان ژورنال: Mathematical Programming

سال: 2007

ISSN: 0025-5610,1436-4646

DOI: 10.1007/s10107-007-0168-7