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

DOI10.1137/050634530zbMATH Open1163.90028OpenAlexW2046351898MaRDI QIDQ3608984FDOQ3608984

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

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zbMATH Keywords

global convergenceinexact Jacobianstrust-region algorithms

Mathematics Subject Classification ID

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

Cited In (6)

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

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