An inexact Newton method for nonconvex equality constrained optimization

We present a matrix-free line search algorithm for large-scale equality constrained optimization that allows for inexact step computations. For strictly convex problems, the method reduces to the inexact sequential quadratic programming approach proposed by Byrd et al. [SIAM J. Optim. 19(1) 351–369,...

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Veröffentlicht in:	Mathematical programming 2010-04, Vol.122 (2), p.273-299
Hauptverfasser:	Byrd, Richard H., Curtis, Frank E., Nocedal, Jorge
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Applied sciences Approximation Calculus of variations and optimal control Calculus of Variations and Optimal Control Optimization Combinatorics Computer engineering Computer science Exact sciences and technology Flows in networks. Combinatorial problems Full Length Paper Grants Mathematical analysis Mathematical and Computational Physics Mathematical Methods in Physics Mathematical programming Mathematics Mathematics and Statistics Mathematics of Computing Methods Numerical Analysis Operational research and scientific management Operational research. Management science Optimization Optimization techniques Quadratic programming Sciences and techniques of general use Studies Theoretical
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