Stabilized SQP Methods in Hilbert Spaces
Optimization and Control
2025-08-12 v2
Abstract
Based on techniques by (S.J. Wright 1998) for finite-dimensional optimization, we investigate a stabilized sequential quadratic programming method for nonlinear optimization problems in infinite-dimensional Hilbert spaces. The method is shown to achieve fast local convergence even in the absence of a constraint qualification, generalizing the results obtained by (S.J. Wright 1998 and W.W. Hager 1999) in finite dimensions to this broader setting.
Cite
@article{arxiv.2312.14801,
title = {Stabilized SQP Methods in Hilbert Spaces},
author = {Andrian Uihlein and Winnifried Wollner},
journal= {arXiv preprint arXiv:2312.14801},
year = {2025}
}