A Matrix-Free Trust-Region SQP Method for Equality Constrained Optimization
نویسندگان
چکیده
منابع مشابه
A Matrix-Free Trust-Region SQP Method for Equality Constrained Optimization
We develop and analyze a trust-region sequential quadratic programming (SQP) method for the solution of smooth equality constrained optimization problems, which allows the inexact and hence iterative solution of linear systems. Iterative solution of linear systems is important in large-scale applications, such as optimization problems with partial differential equation constraints, where direct...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2014
ISSN: 1052-6234,1095-7189
DOI: 10.1137/130921738