OPTEC - K.U.Leuven Center of Excellence: Optimization in Engineering

Augmented Lagrangian algorithm for infinite-dimensional constrained optimization

In this talk, we will present an extension of the classical augmented Lagrangian algorithm to the infinite-dimensional framework designed by Ekkehard SACHS and Annick SARTENAER. We will show that the changes required for the extension are minimal. A discretized version of the algorithm is derived from the abstract extension.
The so-called discretized algorithm performs a sequence of finite-dimensional augmented Lagrangian subproblems with eventually dynamically determined discretization levels to ensure global convergence.
Some conceptual concerns that came up during the implementation of the algorithm are presented along with some preliminary results.

This talk will be precedeed by a brief review of the speaker's Ph.D research on man-made satellite optimal steering.