A first-order convergence analysis of trust-region methods with inexact Jacobians and inequality constraints

DOI10.1080/10556788.2011.606574zbMATH Open1242.90244OpenAlexW2027553280MaRDI QIDQ2885484FDOQ2885484

Lorenz T. Biegler, Sree Rama Raju Vetukuri, Andrea Walther

Publication date: 23 May 2012

Published in: Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.606574

zbMATH Keywords

global convergenceinequality constraintsinexact Jacobianstrust-region algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Cites Work

• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Numerical Optimization
• Evaluating Derivatives
• Trust Region Methods
• An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations
• Algorithm 755: ADOL-C
• On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
• Analysis of inexact trust-region SQP algorithms
• A First-Order Convergence Analysis of Trust-Region Methods with Inexact Jacobians
• Numerical experiments with an inexact Jacobian trust-region algorithm
• Maintaining factorized KKT systems subject to rank-one updates of Hessians and Jacobians
• Inexact SQP Interior Point Methods and Large Scale Optimal Control Problems

Cited In (3)

• Inexact Newton-Type Optimization with Iterated Sensitivities
• On an inexact trust-region SQP-filter method for constrained nonlinear optimization
• A stochastic first-order trust-region method with inexact restoration for finite-sum minimization

Uses Software

• KNITRO

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