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» Analysis of Inexact Trust-Region SQP Algorithms
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SIAMJO
2002
83views more  SIAMJO 2002»
13 years 4 months ago
Analysis of Inexact Trust-Region SQP Algorithms
In this paper we extend the design of a class of composite
Matthias Heinkenschloss, Luís N. Vicente
SIAMJO
2008
81views more  SIAMJO 2008»
13 years 3 months ago
A First-Order Convergence Analysis of Trust-Region Methods with Inexact Jacobians
A class of trust-region algorithms is developed and analyzed for the solution of minimization problems with nonlinear inequality constraints. Based on composite-step trust region ...
Andrea Walther
SIAMJO
2008
114views more  SIAMJO 2008»
13 years 4 months ago
An Inexact SQP Method for Equality Constrained Optimization
We present an algorithm for large-scale equality constrained optimization. The method is based on a characterization of inexact sequential quadratic programming (SQP) steps that ca...
Richard H. Byrd, Frank E. Curtis, Jorge Nocedal