Nonlinear programming without a penalty function or a filter
A new method is introduced for solving equality constrained nonlinear optimization problems. This method does not use a penalty function, nor a barrier or a filter, and yet can be proved to be globally convergent to first-order stationary points. It uses different trust-regions to cope with the nonl...
Main Authors: | , |
---|---|
格式: | Report |
出版: |
Unspecified
2007
|