Abstract
This paper describes a new algorithm for highly curved constrained optimisation. The algorithm under discussion makes use of the second derivatives of both the objective function and constraints. At every iteration a subproblem based on the second order approximation of the objective and constraints functions is solved. Three strategies to solve the subproblem are used. Some computational results are given. Although the performance of the subroutine is very promising a number of areas are still under development and further improvement is expected.
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© 1987 The Mathematical Programming Society, Inc.
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Maany, Z.A. (1987). A new algorithm for highly curved constrained optimisation. In: Hoffman, K.L., Jackson, R.H.F., Telgen, J. (eds) Computation Mathematical Programming. Mathematical Programming Studies, vol 31. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0121184
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DOI: https://doi.org/10.1007/BFb0121184
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