A note on solution of nonlinear programming problems with imprecise function and gradient values

DOI10.1007/BFB0121183zbMATH Open0635.90076OpenAlexW160188278MaRDI QIDQ3775341FDOQ3775341

Authors: J. G. Ecker, Michael Kupferschmid 

Publication date: 1987

Published in: Mathematical Programming Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0121183

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zbMATH Keywords

computational resultsalgorithm performance evaluationimprecisions in function and gradient valuesroundoff error simulation

Mathematics Subject Classification ID

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

Cited In (5)

• Solving nonlinear programming problems with noisy function values and noisy gradients
• A dimension-reducing method for unconstrained optimization
• Improved Newton's method without direct function evaluations
• Locating, characterizing and computing the stationary points of a function
• Solving nonlinear principal-agent problems using bilevel programming

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