A Matrix-Free Trust-Region SQP Method for Equality Constrained Optimization

@article{Heinkenschloss2014AMT,
  title={A Matrix-Free Trust-Region SQP Method for Equality Constrained Optimization},
  author={Matthias Heinkenschloss and Denis Ridzal},
  journal={SIAM Journal on Optimization},
  year={2014},
  volume={24},
  pages={1507-1541}
}
We develop and analyze a trust-region sequential quadratic programming (SQP) method for the solution of smooth equality constrained optimization problems, which allows the inexact and hence iterative solution of linear systems. Iterative solution of linear systems is important in large-scale applications, such as optimization problems with partial differential equation constraints, where direct solves are either too expensive or not applicable. Our trust-region SQP algorithm is based on a… CONTINUE READING
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