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On the Number of Inner Iterations Per Outer Iteration of a Globally Convergent Algorithm for Optimization with General Nonlinear Inequality Constraints and Simple Bounds

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Abstract

This paper considers the number of inner iterations required per outeriteration 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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Conn, A.R., Gould, N. & Toint, P.L. On the Number of Inner Iterations Per Outer Iteration of a Globally Convergent Algorithm for Optimization with General Nonlinear Inequality Constraints and Simple Bounds. Computational Optimization and Applications 7, 41–69 (1997). https://doi.org/10.1023/A:1008667728545

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