Numerical experiments with an inexact Jacobian trust-region algorithm
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Publication:535288
DOI10.1007/S10589-009-9247-4zbMATH Open1219.90166OpenAlexW2069231693MaRDI QIDQ535288FDOQ535288
Authors: Andrea Walther, Lorenz T. Biegler 
Publication date: 11 May 2011
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-009-9247-4
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Cites Work
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Numerical Optimization
- Evaluating Derivatives
- On constrained optimization by adjoint based quasi-Newton methods
- A trust region method based on interior point techniques for nonlinear programming.
- Algorithm 755: ADOL-C
- On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
- An interior-point algorithm for nonconvex nonlinear programming
- Analysis of inexact trust-region SQP algorithms
- A First-Order Convergence Analysis of Trust-Region Methods with Inexact Jacobians
- Maintaining factorized KKT systems subject to rank-one updates of Hessians and Jacobians
Cited In (6)
- Inexact Newton-type optimization with iterated sensitivities
- A derivative-free method for solving box-constrained underdetermined nonlinear systems of equations
- A first-order convergence analysis of trust-region methods with inexact Jacobians and inequality constraints
- A quadratically convergent inexact SQP method for optimal control of differential algebraic equations
- A First-Order Convergence Analysis of Trust-Region Methods with Inexact Jacobians
- On a trust region method without exact Jacobian matrices
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