A trust region algorithm for constrained optimization

被引：0
|
作者：
Corradi, G [1 ]
机构：
[1] Univ Rome La Sapienza, Fac Econ, Dept Math, I-00161 Rome, Italy
来源：
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS | 2000年 / 74卷 / 02期
关键词：
higher order derivatives; constrained optimization; trust region;
D O I：
10.1080/00207160008804936
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We consider the following problem min{f(z)\d(z) less than or equal to 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 for constrained problems is presented. The algorithm is based on an approximation of f(.), d(.), u(.) of higher order. Some computational results are also reported.
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页码：225 / 236
页数：12
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