A first-order convergence analysis of trust-region methods with inexact Jacobians and inequality constraints

DOI10.1080/10556788.2011.606574zbMath1242.90244OpenAlexW2027553280MaRDI QIDQ2885484

Sree Rama Raju Vetukuri, Andrea Walther, Lorenz T. Biegler

Publication date: 23 May 2012

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.606574

zbMATH Keywords

global convergenceinequality constraintsinexact Jacobianstrust-region algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items

Inexact Newton-Type Optimization with Iterated Sensitivities, On an inexact trust-region SQP-filter method for constrained nonlinear optimization

Uses Software

• KNITRO

Cites Work

• Numerical experiments with an inexact Jacobian trust-region algorithm
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Analysis of Inexact Trust-Region SQP Algorithms
• Evaluating Derivatives
• A First-Order Convergence Analysis of Trust-Region Methods with Inexact Jacobians
• On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
• Numerical Optimization
• Algorithm 755: ADOL-C
• Trust Region Methods
• Inexact SQP Interior Point Methods and Large Scale Optimal Control Problems
• An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations
• Maintaining factorized KKT systems subject to rank-one updates of Hessians and Jacobians