论文信息 - An algorithm for minimizing a differentiable function subject to box constraints

An algorithm for minimizing a differentiable function subject to box constraints

A quasi-Newton algorithm for minimizing a function subject to box constraints is described. Since our original motivation came from the optimization of electrical circuits, this algorithm is designed to tolerate errors in the function and gradient evaluations. Theorems are given to support the use of the symmetric rank one update.

R. Brayton | Jane Cullum | J. Cullum | R. Brayton

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