Sequential and Parallel Splitting Methods for Bilinear Control Problems in Hilbert Spaces
Karl K. Kunisch, Xue‐Cheng Tai · SIAM Journal on Numerical Analysis · 1997
An augmented Lagrangian method with second-order update is developed, and its relationship to the sequential quadratic programming method is described. The rate of convergence proof depends on a second-order sufficient optimality condition, which is shown to be satisfied for a class of nonlinear optimal control problems of tracking type. Numerical examples are included which demonstrate the globalizing effect of the augmented Lagrangian method.