Inexact Restoration for Minimization with Inexact Evaluation both of the Objective Function and the Constraints

Abstract

In a recent paper an Inexact Restoration method for solving continuous constrained optimization problems was analyzed from the point of view of worst-case functional complexity and convergence. On the other hand, the Inexact Restoration methodology was employed, in a different research,to handle minimization problems with inexact evaluation and simple constraints. These two methodologies are combined in the present report, for constrained minimization problems in which both the objective function and the constraints, as well as their derivatives, are subject to evaluation errors. Together with a complete description of the method, complexity and convergence results will be proved.

arXiv comment38 pages, Math. Comp., 2023

References in corpus (4)

• Adaptive Regularization Algorithms with Inexact Evaluations for Nonconvex Optimization
• Economic inexact restoration for derivative-free expensive function minimization and applications
• Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization
• A note on solving nonlinear optimization problems in variable precision