On the employment of inexact restoration for the minimization of functions whose evaluation is subject to errors

DOI10.1090/MCOM/3246zbMath1383.65060OpenAlexW2560640485WikidataQ111288241 ScholiaQ111288241MaRDI QIDQ4605701

Nataša Krejić, Ernesto G. Birgin, José Mario Martínez

Publication date: 27 February 2018

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/mcom/3246

zbMATH Keywords

global convergencestochastic programmingnumerical experimentsinexact restorationcontinuous minimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic programming (90C15)

Related Items (10)

Inexact restoration for derivative-free expensive function minimization and applications ⋮ Subsampled nonmonotone spectral gradient methods ⋮ Inexact restoration for minimization with inexact evaluation both of the objective function and the constraints ⋮ Inexact restoration with subsampled trust-region methods for finite-sum minimization ⋮ Non-monotone inexact restoration method for nonlinear programming ⋮ The impact of noise on evaluation complexity: the deterministic trust-region case ⋮ On the Complexity of an Inexact Restoration Method for Constrained Optimization ⋮ Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact ⋮ On Optimality Conditions for Nonlinear Conic Programming ⋮ A stochastic first-order trust-region method with inexact restoration for finite-sum minimization

Uses Software

• ALGENCAN
• AMLET

Cites Work

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