Numerical study of a matrix-free trust-region SQP method for equality constrained optimization. | Zendy

Matthias Heinkenschloss | Zendy; Denis Ridzal | Zendy; Miguel A. Aguiló | Zendy

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Numerical study of a matrix-free trust-region SQP method for equality constrained optimization.

Author(s) -

Matthias Heinkenschloss,

Denis Ridzal,

Miguel A. Aguiló

Publication year - 2011

Publication title -

osti oai (u.s. department of energy office of scientific and technical information)

Language(s) - English

Resource type - Reports

DOI - 10.2172/1038211

Subject(s) - sequential quadratic programming , trust region , mathematical optimization , matrix (chemical analysis) , quadratic programming , mathematics , constrained optimization , variety (cybernetics) , iterative method , optimization problem , computer science , statistics , materials science , computer security , radius , composite material

This is a companion publication to the paper 'A Matrix-Free Trust-Region SQP Algorithm for Equality Constrained Optimization' [11]. In [11], we develop and analyze a trust-region sequential quadratic programming (SQP) method that supports the matrix-free (iterative, in-exact) solution of linear systems. In this report, we document the numerical behavior of the algorithm applied to a variety of equality constrained optimization problems, with constraints given by partial differential equations (PDEs)

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