A globalized inexact semismooth Newton method for strongly convex optimal control problems
Optimization and Control
2026-04-01 v4
Abstract
We investigate a globalized inexact semismooth Newton method applied to strongly convex optimization problems in Hilbert spaces. Here, the semismooth Newton method is appplied to the dual problem, which has a continuously differentiable objective. We prove global strong convergence of iterates as well as transition to local superlinear convergence. The latter needs a second-order Taylor expansion involving semismooth derivative concepts. The convergence of the globalized method is demonstrated in numerical examples, for which the local unglobalized method diverges.
Cite
@article{arxiv.2503.21612,
title = {A globalized inexact semismooth Newton method for strongly convex optimal control problems},
author = {Daniel Wachsmuth},
journal= {arXiv preprint arXiv:2503.21612},
year = {2026}
}