Titlebar

Export bibliographic data
Literature by the same author
plus on the publication server
plus at Google Scholar

 

Parametric optimization with applications to optimal control and sequential quadratic programming

Title data

Alt, Walter:
Parametric optimization with applications to optimal control and sequential quadratic programming.
In: Bayreuther Mathematische Schriften. - Bayreuth : Lehrstuhl II für Mathematik , 1991 . - pp. 1-37 . - (Bayreuther mathematische Schriften ; 35 )

Review:

Abstract in another language

We investigate existence, uniqueness and continuity of solutions to nonlinear parametric optimization problems in Banach spaces. Using an implicit function theorem for strongly regular generalized equations it is shown that if constraint regularity, a stability condition for the multipliers and a strong second-order sufficient optimality condition hold at a local minimizer, then for sufficiently smooth perturbations of the constraints and the objective function the optimal solutions and the associated multipliers are locally single valued and continuous functions of the parameter. The results are applied to investigate stability of optimal control problems and local convergence properties of a sequential quadratic programming method for infinite-dimensional optimization problems.

Further data

Item Type: Article in a book
Refereed: Yes
Keywords: nonlinear optimization; parametric programming; stability of solutions; optimal control; Lagrange-Newton method; sequential quadratic programming
Subject classification: Mathematics Subject Classification Code: 49B50 (49D05 49D15)
Institutions of the University: Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne
Result of work at the UBT: Yes
DDC Subjects: 500 Science
500 Science > 510 Mathematics
Date Deposited: 16 Feb 2021 09:12
Last Modified: 09 Apr 2021 06:40
URI: https://eref.uni-bayreuth.de/id/eprint/63083