An SQP trust-region algorithm for optimization without derivatives
Anke Tröltzsch
Abstract
Open-access reader
Anke Tröltzsch
Abstract
Open-access reader
We want to propose a new trust-region model-based algorithm for solving nonlinear generally constrained optimization problems where derivatives of the function and constraints are not provided. \nTo handle the general constraints, an SQP method is applied.
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We want to propose a new trust-region model-based algorithm for solving nonlinear generally constrained optimization problems where derivatives of the function and constraints are not provided. \nTo handle the general constraints, an SQP method is applied.
Key concepts: Trust region, Sequential quadratic programming, Mathematical optimization, Nonlinear programming, Computer science, Constrained optimization, Constrained optimization problem, Optimization problem