Analysis of Inexact Trust-Region SQP Algorithms
| dc.contributor.author | Heinkenschloss, Matthias | en_US |
| dc.contributor.author | Vicente, Luis N. | en_US |
| dc.date.accessioned | 2018-06-18T17:47:33Z | en_US |
| dc.date.available | 2018-06-18T17:47:33Z | en_US |
| dc.date.issued | 1999-09 | en_US |
| dc.date.note | September 1999 | en_US |
| dc.description.abstract | In this paper we study the global convergence behavior of a class of composite-step trust-region SQP methods that allow inexact problem information. The inexact problem information can result from iterative linear systems solves within the trust-region SQP method or from approximations of first-order derivatives. Accuracy requirements in our trust-region SQP methods are adjusted based on feasibility and optimality of the iterates. In the absence of inexactness our global convergence theory is equal to that of Dennis, El-Alem, Maciel (SIAM J. Optim. 7 (1997), 177-207). If all iterates are feasible, i.e., if all iterates satisfy the equality constraints, then our results are related to the known convergence analyses for trust-region methods with inexact gradient information for unconstrained optimization. | en_US |
| dc.format.extent | 17 pp | en_US |
| dc.identifier.citation | Heinkenschloss, Matthias and Vicente, Luis N.. "Analysis of Inexact Trust-Region SQP Algorithms." (1999) <a href="https://hdl.handle.net/1911/101923">https://hdl.handle.net/1911/101923</a>. | en_US |
| dc.identifier.digital | TR99-18 | en_US |
| dc.identifier.uri | https://hdl.handle.net/1911/101923 | en_US |
| dc.language.iso | eng | en_US |
| dc.relation.HasVersion | SIAM J. Optim. 12 (2001), no. 2, 283-302 | en_US |
| dc.title | Analysis of Inexact Trust-Region SQP Algorithms | en_US |
| dc.type | Technical report | en_US |
| dc.type.dcmi | Text | en_US |
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