Roberto H. Bielschowsky

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A general algorithm for minimizing a quadratic function with bounds on the variables is presented. The new algorithm can use diierent un-constrained minimization techniques on diierent faces. At every face, the minimization technique can be chosen according to he structure of the Hessian and the dimension of the face. The strategy for leaving the face is(More)
This paper describes a new algorithm for solving nonlinear programming problems with equality constraints. The method introduces the idea of using trust cylinders to keep the infeasibility under control. Each time the trust cylinder is violated, a restoration step is called and the infeasibility level is reduced. The radius of the trust cylinder has a(More)
This paper describes a new algorithm for solving nonlinear programming problems with equality constraints. The method introduces the idea of using trust cylinders to keep the infeasibility under control. Each time the trust cylinder is violated, a restoration step is called and the infeasibility level is reduced. The radius of the trust cylinder has a(More)
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