A noise-tolerant SQP method with relaxations achieves global convergence and solution accuracy proportional to the noise level for inequality-constrained problems.
Solving nonlinear programming problems with noisy function values and noisy gradients.Journal of optimization theory and applications, 114(1):133–169, 2002
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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.