A First-Order Convergence Analysis of Trust-Region Methods with Inexact Jacobians

DOI10.1137/050634530zbMath1163.90028OpenAlexW2046351898MaRDI QIDQ3608984

Andrea Walther

Publication date: 6 March 2009

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050634530

zbMATH Keywords

global convergenceinexact Jacobianstrust-region algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on necessary conditions (49M05) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)

Related Items (3)

A first-order convergence analysis of trust-region methods with inexact Jacobians and inequality constraints ⋮ On the Connection Between Forward and Optimization Problem in One-shot One-step Methods ⋮ Numerical experiments with an inexact Jacobian trust-region algorithm

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