Superlinear convergence of a semismooth newton method for some optimization problems with applications to control theory
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Identificadores
URI: https://hdl.handle.net/10902/34508DOI: 10.1137/24M1644286
ISSN: 1052-6234
ISSN: 1095-7189
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Casas Rentería, Eduardo
Fecha
2024Derechos
© Society for Industrial and Applied Mathematics
Publicado en
SIAM Journal on Optimization, 2024, 34(4), 3681-3698
Editorial
Society for Industrial and Applied Mathematics
Palabras clave
Semismooth Newton method
Optimal control
Second order optimality conditions
Strict complementarity condition
Resumen/Abstract
In this paper, we formulate a semismooth Newton method for an abstract optimization problem and prove its superlinear convergence by assuming that the no-gap second order sufficient optimality condition and the strict complementarity condition are fulfilled at the local minimizer. Many control problems fit this abstract formulation. In particular, we apply this abstract result to distributed control problems of a semilinear elliptic equation, to boundary bilinear control problems associated with a semilinear elliptic equation, and to distributed control of a semilinear parabolic equation.
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