A Matrix-Free Trust-Region SQP Method for Equality Constrained Optimization
M. Heinkenschloss
Department of Computational and Applied Mathematics
Rice University
D. Ridzal
Optimization and Uncertainty Quantification
Sandia National Laboratories
CAAM Technical Report TR11-17
Abstract
TBA
Keywords
Sequential quadratic programming (SQP), trust-region methods, large-scale optimization, PDE constrained optimization.
PDF file of technical report.
See also
D. Ridzal, M. Aguilo and M. Heinkenschloss,
Numerical study of a matrix-free trust-region SQP method
for equality constrained optimization.
Sandia National Laboratories Technical Report SAND 2011-9346.
Get the report from the
DOE Office of Scientific and Technical Information.