We consider the following problem min {f(z) | d(z)<=0, u(z)=0} where f:R^n _--> R^1, d:R^n --> R^m, u: R^n --> R^l. In this paper a trust region method is presented. The algorithm is based on an approximation of f(.), d(.), u(.) of higher order . Some computational results are also reported.
A Trust Region Algorithm for Constrained Optimization / Corradi, Gianfranco. - In: INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS. - ISSN 0020-7160. - STAMPA. - 74:(2000), pp. 225-236.
A Trust Region Algorithm for Constrained Optimization
CORRADI, Gianfranco
2000
Abstract
We consider the following problem min {f(z) | d(z)<=0, u(z)=0} where f:R^n _--> R^1, d:R^n --> R^m, u: R^n --> R^l. In this paper a trust region method is presented. The algorithm is based on an approximation of f(.), d(.), u(.) of higher order . Some computational results are also reported.File allegati a questo prodotto
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