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An SQP Method for Equality Constrained Optimization on Hilbert Manifolds (A. Shiela, Universität Bayreuth)

Sep 23
23-09-2020 10:30 Uhr bis 11:30 Uhr
Online (contact marius.yamakou@fau to get the data for the VC)

An SQP Method for Equality Constrained Optimization on Hilbert Manifolds

Speaker: Prof. Dr. Anton Schiela
Affiliation: Universität Bayreuth

Abstract: We extend a sequential quadratic programming method for equality
constrained optimization to the setting of Hilbert manifolds. The use of
retractions and stratifications allow us to pull back the functional
and the constraint mapping to linear spaces and then linearize the
problem. We study local quadratic convergence to minimizers.
In addition, we present a composite step method for globalization based
on cubic regularization of the objective function and affine covariant
damped Newton method for feasibility and show transition to fast local
convergence. We test our method on equilibrium problem in elasticity where an
inextensible elastic rod under dead loads is simulated. Then we present
an optimal control problem for this model.

https://en.www.math.fau.de/applied-analysis/