A noise-tolerant SQP method with relaxations achieves global convergence and solution accuracy proportional to the noise level for inequality-constrained problems.
A noise-tolerant quasi- newton algorithm for unconstrained optimization.SIAM Journal on Optimization, 32(1):29–55, 2022
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A Noise Tolerant SQP Algorithm for Inequality Constrained Optimization
A noise-tolerant SQP method with relaxations achieves global convergence and solution accuracy proportional to the noise level for inequality-constrained problems.