A TRUST REGION STRATEGY FOR NONLINEAR EQUALITY CONSTRAINED OPTIMIZATION (NONLINEAR PROGRAMMING, SEQUENTIAL QUADRATIC)
Many current algorithms for nonlinear constrained optimization problems determine a search direction by solving a quadratic programming subproblem. The global convergence properties are addressed by using a line search technique and a merit function to modify the length of the step obtained from the...
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Format: | Others |
Language: | English |
Published: |
2007
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Online Access: | http://hdl.handle.net/1911/15885 |