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globalized sqp-method

ESAIM: Mathematical Modelling and Numerical Analysis (1)

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Globalization of SQP-Methods in Control of the Instationary Navier-Stokes Equations
Michael Hintermüller, Michael Hinze
Journal:

ESAIM: Mathematical Modelling and Numerical Analysis / Volume 36 / Issue 4 / July 2002

Published online by Cambridge University Press:

15 September 2002, pp. 725-746

Print publication:

July 2002
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A numerically inexpensive globalization strategy of sequential quadratic programming methods (SQP-methods) for control of the instationary Navier Stokes equations is investigated. Based on the proper functional analytic setting a convergence analysis for the globalized methodis given. It is argued that the a priori formidable SQP-step can be decomposed into linear primal and linear adjoint systems, which is amenable for existing CFL-software. A report on a numerical test demonstrates the feasibility of the approach.