2009•Science Technology and EngineeringRequires access

Modified BFGS Trust-region Method for General Nonlinear Constrained Optimization Problem

WU Hong-mei

Abstract

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

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Available abstract

Key concepts: Broyden–Fletcher–Goldfarb–Shanno algorithm, Trust region, Mathematical optimization, Nonlinear programming, Optimization problem, Computer science, Construct (python library), Quasi-Newton method