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October 19, 20250 citationsOpen Access

A globalized inexact semismooth Newton method for strongly convex optimal control problems

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DWDaniel WachsmuthUniversity of Würzburg

Key Points

  • The proposed method shows global strong convergence of iterates in strongly convex optimization problems.
  • Through numerical examples, the method outperforms local unglobalized techniques, avoiding divergence.
  • A second-order Taylor expansion is necessary for establishing local superlinear convergence.
  • This technique applies specifically to dual problems with continuously differentiable objectives.

Abstract

We investigate a globalized inexact semismooth Newton method applied to strongly convex optimization problems in Hilbert spaces. Here, the semismooth Newton method is appplied to the dual problem, which has a continuously differentiable objective. We prove global strong convergence of iterates as well as transition to local superlinear convergence. The latter needs a second-order Taylor expansion involving semismooth derivative concepts. The convergence of the globalized method is demonstrated in numerical examples, for which the local unglobalized method diverges.

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Cite This Study

Daniel Wachsmuth (2025) studied this question.

synapsesocial.com/papers/68f43f09854d1061a58aca45https://doi.org/10.48550/arxiv.2503.21612
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