Analysis of Inexact Trust-Region SQP Algorithms

In this paper we extend the design of a class of composite–step trust–region SQP methods and their global convergence analysis to allow inexact problem information. The inexact problem information can result from iterative linear systems solves within the trust–region SQP method or from approximatio...

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Bibliographic Details
Main Author: Heinkenschloss, Matthias (author)
Other Authors: Vicente, Luís N. (author)
Format: article
Language:eng
Published: 2002
Subjects:
Nonlinear programming
Trust–region methods
Inexact linear systems solvers
Krylov subspace methods
Optimal control
Online Access:http://hdl.handle.net/10316/13416
Country:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/13416

Internet

http://hdl.handle.net/10316/13416

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