Nonlinear Constrained Optimization: Methods and Software
A simplified algorithmic framework for solving (1.1) is as follows. Given initial estimate x 0 2IRn, set k= 0; while x kis not optimal do repeat Approximately solve and refine a local model of (1.1) around x k. until an improved solution estimate x k+1 is found ; Check whether x k+1 is optimal; set k= k+ 1. end
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