Quadratic Convergence of an SQP Method for Some Optimization Problems with Applications to Control Theory
Abstract
Abstract. We analyze a sequential quadratic programming (SQP) algorithm for solving a class of abstract optimization problems. Assuming that the initial point is in an [Formula: see text] neighborhood of a local solution that satisfies no-gap second-order sufficient optimality conditions and a strict complementarity condition, we obtain stability and quadratic convergence in [Formula: see text] for all [Formula: see text] where [Formula: see text] depends on the problem. Many of the usual optimal control problems of partial differential equations fit into this abstract formulation. Some examples are given in the paper. Finally, a computational comparison with other versions of the SQP method is presented.
Fields of Study & Subjects
Advanced Optimization Algorithms Research
Matrix Theory and Algorithms
Aerospace Engineering and Control Systems
Publication details
- Journal / source
- SIAM Journal on Control and Optimization
- Volume
- 64
- Issue
- 3
- Pages
- 1127–1149
- Publication date
- 7 May 2026
- Language
- EN