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...

全面介绍

书目详细资料
Main Authors: Gould, N, Toint, P
格式: Report
出版: Unspecified 2007