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...

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Bibliographic Details
Main Authors: Gonzalo Palencia F., Vicente Molina P., Venzyslav Llano R.
Format: Article
Language:Spanish
Published: Universidad de Costa Rica 2009-02-01
Series:Revista de Matemática: Teoría y Aplicaciones
Online Access:https://revistas.ucr.ac.cr/index.php/matematica/article/view/175