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Detailed description of the constrained step

The steps

of the constrained algorithm are the solution of:

$\begin{displaymath}\begin{array}{l} \min_{s \in \Re^n} q(x_k+s) \equiv f(x_k) +... ...\ldots,l \\ \Vert s \Vert _2 < \Delta \end{cases} \end{array}\end{displaymath}$

The calculation of these steps will involves two main algorithm:

a QP algorithm
a SQP algorithm

We will give a detailed discussion of these two algorithms in the next sections. The last section of this chapter will summarize the algorithm which computes the constrained step.

Subsections

Frank Vanden Berghen 2004-04-19