2010•Science Technology and EngineeringRequires access

A Modified BFGS Trust-region Method for Nonlinear Inequality Constrained Optimization Problem

WU Hong-mei

Abstract

The modified BFGS update formula to inequality constrained optimization problem has been succeed generalized. The modified BFGS be used update formula construct a new trust-region sub-problem, and then obtain a modified BFGS trust-region algorithm for inequality constrained optimization problem. Under certain conditions, the method is proved feasible.

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Available abstract

Key concepts: Broyden–Fletcher–Goldfarb–Shanno algorithm, Trust region, Mathematical optimization, Quasi-Newton method, Nonlinear programming, Inequality, Optimization problem, Mathematics