Constrained an unconstrained optimisation with trust regions methods and quadratic local approximations/Optimisation contrainte et non-contrainte par régions de confiance avec approximations locales quadratiques

This work deals with optimisation problems in which the numerical cost associated with the evaluation of the target function and/or of the constraints is large; the number of calls to these functions by the optimisation algorithm should therefore be kept as small as possible. The first part of the w...

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Bibliographic Details
Main Author: Walmag, Jérôme
Other Authors: Absil, P.-A.
Format: Others
Published: Universite de Liege 2011
Subjects:
Online Access:http://bictel.ulg.ac.be/ETD-db/collection/available/ULgetd-01242011-120104/