The optimization problem has been solved
using the TRICE_U
algorithms.
The linearized
state equation and the adjoint equation
which are both discretized linear parabolic partial differential equations
are solved either directly of using an iterative method.
The latter leads to inexact step computations in the
SQP method. The effects of the inexact steps are studied
numerically.
Additional information and more numerical
tests can be found in the papers
J. E. Dennis, M. Heinkenschloss, and L. N. Vicente:
Trust-Region Interior-Point SQP Algorithms for a Class of
Nonlinear Programming Problems
and
M. Heinkenschloss, and L. N. Vicente:
Analysis of Inexact Trust-Region Interior-Point SQP Algorithms.