A class of trust-region algorithms is developed and analyzed for the solution of optimization problems with nonlinear equality and inequality constraints. Based on composite-step trust region methods and a filter approach, the resulting algorithm also does not require the computation of exact Jacobians; only Jacobian vector products are used along with approximate Jacobian matrices. As demonstrated on numerical examples, this feature has significant potential benefits for problems where Jacobian calculations are expensive.
Citation
Institut f\"ur Mathematik, Universit\"at Paderborn, October 2014
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View On an inexact trust-region SQP-filter method for constrained nonlinear optimization