A First-Order Convergence Analysis of Trust-Region Methods with Inexact Jacobians

DOI10.1137/050634530MaRDI QIDQ3608984zbMATH OpenOpenAlexFDO

Authors Andrea Walther

Publication date 6 March 2009

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/050634530

zbMATH Keywords

global convergenceinexact Jacobianstrust-region algorithms

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Numerical methods based on nonlinear programming (49M37) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

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Cited in

(6)

• A stochastic first-order trust-region method with inexact restoration for finite-sum minimization
• A first-order convergence analysis of trust-region methods with inexact Jacobians and inequality constraints
• On the connection between forward and optimization problem in one-shot one-step methods
• On a trust region method without exact Jacobian matrices
• First-order accuracy methods with conformable stability regions
• Numerical experiments with an inexact Jacobian trust-region algorithm

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