Numerical Experience with a Class of Algorithms for Nonlinear Optimization Using Inexact Function and Gradient Information

DOI10.1137/0914023MaRDI QIDQ5286355zbMATH OpenOpenAlexFDO

Authors R. G. Carter

Publication date 29 June 1993

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2060/19900002916

zbMATH Keywords

inexact function evaluationsinexact gradientlow accuracynonlinear programmingnumerical testsrobustnesstrust region quasi-Newton algorithmsunconstrained optimizationvariable-accuracy simulation

Mathematics Subject Classification ID

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

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Cited in

(16)

• Truncated Newton methods for optimization with inaccurate functions and gradients
• An algorithm for the minimization of nonsmooth nonconvex functions using inexact evaluations and its worst-case complexity
• Inexact restoration for derivative-free expensive function minimization and applications
• Effect of inexact adjoint solutions on the discrete-adjoint approach to gradient-based optimization
• A note on solving nonlinear optimization problems in variable precision
• Using inexact gradients in a multilevel optimization algorithm
• A certified trust region reduced basis approach to PDE-constrained optimization
• Newton's method for Monte Carlo-based residuals
• A nonlinear conjugate gradient method using inexact first-order information
• A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations
• Line-search based optimization using function approximations with tunable accuracy
• Optimization problems governed by systems of PDEs with uncertainties
• Adaptive regularized quasi-Newton method using inexact first-order information
• Effect of time stepping strategy on adjoint-based production optimization
• Evaluating gradients in optimal control: continuous adjoints versus automatic differentiation
• Statistics of Nadaraya-Watson estimator errors in surrogate-based optimization

Describes a project that uses

Uses Software

• minpack

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