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

DOI10.1080/10556788.2011.606574MaRDI QIDQ2885484zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(6)

• On an inexact trust-region SQP-filter method for constrained nonlinear optimization
• Numerical experiments with an inexact Jacobian trust-region algorithm
• A stochastic first-order trust-region method with inexact restoration for finite-sum minimization
• Inexact Newton-type optimization with iterated sensitivities
• A First-Order Convergence Analysis of Trust-Region Methods with Inexact Jacobians
• Trust region-type method under inexact gradient and inexact Hessian with convergence analysis

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Uses Software

• KNITRO

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