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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Detalhes bibliográficos
Autor principal: Heinkenschloss, Matthias (author)
Outros Autores: Vicente, Luís N. (author)
Formato: article
Idioma:eng
Publicado em: 2002
Assuntos:
Texto completo:http://hdl.handle.net/10316/13416
País:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/13416