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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 AM Uhr bis 11:30 AM Uhr
Online

An SQP Method for Equality Constrained Optimization on Hilbert Manifolds

Speaker: Prof. Dr. Anton Schiela
Affiliation: Universität Bayreuth, Germany
Zoom link: Meeting ID: 953 8881 2893 , Passcode: 519030

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/