More test examples for nonlinear programming codes
More test examples for nonlinear programming codes
Practical methods of optimization; (2nd ed.)
Practical methods of optimization; (2nd ed.)
Sensitivity analysis of nonlinear programs and differentiability properties of metric projections
SIAM Journal on Control and Optimization
A dual method for certain positive semidefinite quadratic programming problems
SIAM Journal on Scientific and Statistical Computing
Proximity control in bundle methods for convex
Mathematical Programming: Series A and B
Optimal Controls of Navier--Stokes Equations
SIAM Journal on Control and Optimization
Primal-dual interior-point methods
Primal-dual interior-point methods
Trust-Region Interior-Point SQP Algorithms for a Class of Nonlinear Programming Problems
SIAM Journal on Control and Optimization
Test Examples for Nonlinear Programming Codes
Test Examples for Nonlinear Programming Codes
On the Convergence of Pattern Search Algorithms
SIAM Journal on Optimization
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An efficient algorithm for solving nonlinear programs with noisy equality constraints is introduced and analyzed. The unknown exact constraints are replaced by surrogates based on the bundle idea, a well-known strategy from nonsmooth optimization. This concept allows us to perform a fast computation of the surrogates by solving simple quadratic optimization problems, control the memory needed by the algorithm, and prove the differentiability properties of the surrogate functions. The latter aspect allows us to invoke a sequential quadratic programming method. The overall algorithm is of the quasi-Newton type. Besides convergence theorems, qualification results are given and numerical test runs are discussed.