Solving nonlinear programming problems with noisy function values and noisy gradients

Journal of Optimization Theory and Applications

Volumn 114, Issue 1, 2002, Pages 133-169

  Hintermuller M ^a  

^a UNIVERSITY OF GRAZ   (Austria)

Author keywords

noisy functions; nonlinear programming; quasi Newton methods; sequential quadratic programming

Indexed keywords

COMPUTATION THEORY; QUADRATIC PROGRAMMING;

ALGORITHM FOR SOLVING; EQUALITY CONSTRAINTS; EXACT CONSTRAINT; NOISY FUNCTION; NOISY FUNCTION VALUES; NONLINEAR PROGRAMMING PROBLEM; NONLINEAR PROGRAMS; NONSMOOTH OPTIMIZATION; QUASI-NEWTON METHODS; SEQUENTIAL QUADRATIC PROGRAMMING;

NEWTON-RAPHSON METHOD;

EID: 0036258588     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1015416221909     Document Type: Article

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