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» Analysis of Inexact Trust-Region SQP Algorithms
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SIAMJO
2002
83views more  SIAMJO 2002»
14 years 11 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»
14 years 10 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»
14 years 11 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