Michael Ray, Yves C. Martin
Proceedings of SPIE - The International Society for Optical Engineering
Paper
On the Number of Inner Iterations Per Outer Iteration of a Globally Convergent Algorithm for Optimization with General Nonlinear Inequality Constraints and Simple Bounds
Abstract
This paper considers the number of inner iterations required per outer iteration for the algorithm proposed by Conn et al. [9]. We show that asymptotically, under suitable reasonable assumptions, a single inner iteration suffices.
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