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Title of Journal: Comput Optim Appl

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Abbravation: Computational Optimization and Applications

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Springer US

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DOI

10.1016/0038-1098(83)90762-7

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1573-2894

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Numerical experiments with an inexact Jacobian tru

Authors: Andrea Walther Lorenz T Biegler
Publish Date: 2009/05/05
Volume: 48, Issue: 2, Pages: 255-271
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Abstract

We present the adaptation and implementation of a compositestep trust region algorithm developed in Walther SIAM J Optim 191307–325 2008 that incorporates the approximation of the Jacobian of the equality constraints with a specialized quasiNewton method The forming and/or factoring of the exact Jacobian in each optimization step is avoided Hence the presented approach is especially well suited for equality constrained optimization problems where the Jacobian of the constraints is denseIn this study we discuss the calculation of the normal and tangential steps and how the trust region radius is adapted to take the inaccurate firstorder information into account Results are presented for several examples from the CUTE test set and a simple periodic adsorption process

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  11. On the resolution of certain discrete univariate max–min problems
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