Solving nonlinear programming problems with noisy function values and noisy gradients
DOI10.1023/A:1015416221909zbMATH Open1009.90112OpenAlexW2162847836MaRDI QIDQ700766FDOQ700766
Authors: Michael Hintermüller 
Publication date: 8 October 2002
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1015416221909
Recommendations
Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)
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Cited In (6)
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- A note on solution of nonlinear programming problems with imprecise function and gradient values
- Convergence of Successive Linear Programming Algorithms for Noisy Functions
- Gradient estimation schemes for noisy functions
- Convergence of the Implicit Filtering Method for Constrained Optimization of Noisy Functions
- Constrained Optimization in the Presence of Noise
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