Numerical experiments with an inexact Jacobian trust-region algorithm

DOI10.1007/s10589-009-9247-4zbMath1219.90166OpenAlexW2069231693MaRDI QIDQ535288

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

zbMATH Keywords

trust region methoddense Jacobiansequality constraint optimizationinexact Jacobians

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items

A first-order convergence analysis of trust-region methods with inexact Jacobians and inequality constraints, Inexact Newton-Type Optimization with Iterated Sensitivities, A quadratically convergent inexact SQP method for optimal control of differential algebraic equations, A derivative-free method for solving box-constrained underdetermined nonlinear systems of equations

Uses Software

• ADOL-C
• Ipopt

Cites Work

• An interior-point algorithm for nonconvex nonlinear programming
• 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
• On constrained optimization by adjoint based quasi-Newton methods
• Maintaining factorized KKT systems subject to rank-one updates of Hessians and Jacobians
• A trust region method based on interior point techniques for nonlinear programming.