Optimiza - un paquete computacional para la optimización de problemas no lineales
Our goal is to build a software able to solve problems in non linear optimization. A central point is selection of the algorithm, which is based on Augmented Lagrangian Method combined with quasi-Newton methods (BFGS, L-BFGS). The article expains how software is structured, the steps of its construc...
Main Authors: | , , |
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Format: | Article |
Language: | Spanish |
Published: |
Universidad de Costa Rica
2009-02-01
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Series: | Revista de Matemática: Teoría y Aplicaciones |
Online Access: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/175 |