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.

引用

页码：225 / 236

页数：12

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