@misc{0973.90076,
author="Hinterm\"uller, Michael",
title="{An algorithm for solving nonlinear programs with noisy inequality
    constraints.}",
language="English",
howpublished="{Di Pillo, Gianni (ed.) et al., Nonlinear optimization and related
    topics. Workshop, Erice, Sicily, Italy, June 23-July 2, 1998. Dordrecht:
    Kluwer Academic Publishers. Appl. Optim. 36, 143-167 (2000).}",
year="2000",
abstract="{Summary: An algorithm for solving nonlinear programming problems with
    noisy inequality constraints is developed. The efficiency of the new
    algorithm relies on the usage of surrogate functions for the unknown exact
    constraints. These surrogates are based on the bundle idea well-known from
    nonsmooth optimization and exhibit some very desirable differentiability
    properties. The overall method is a quasi-Newton type procedure which
    reduces to a powerful (locally) super-linearly convergent algorithm in the
    noiseless case provided the bundle is controlled appropriately. It is proved
    that first order Kuhn-Tucker conditions are satisfied asymptotically. Also a
    qualification result for the solution obtained by the algorithm is given.
    Finally, some encouraging numerical tests are reported.}",
keywords="{algorithm; bundle; noisy function; quasi-Newton; sequential quadratic
    programming}",
classmath="{*90C30 (Nonlinear programming)
90C55 (Methods of successive quadratic programming type)
90C53 (Methods of quasi-Newton type)
}",
}