Solving nonlinear programming problems with noisy function values and noisy gradients

DOI10.1023/A:1015416221909MaRDI QIDQ700766zbMATHOpenAlexFDO

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

zbMATH Keywords

nonlinear programmingsequential quadratic programmingquasi-Newton methodsnoisy functions

Mathematics Subject Classification ID

Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

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Cited in

(6)

• Convergence of the Implicit Filtering Method for Constrained Optimization of Noisy Functions
• scientific article; zbMATH DE number 1568987 (Why is no real title available?)
• Convergence of Successive Linear Programming Algorithms for Noisy Functions
• Gradient estimation schemes for noisy functions
• A note on solution of nonlinear programming problems with imprecise function and gradient values
• Constrained Optimization in the Presence of Noise

Describes a project that uses

Uses Software

• LIPSOL
• IMFIL
• TRICE

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