ISSN:
1573-2878
Keywords:
Quasi-Newton algorithm
;
constrained minimization
;
symmetric rank-one update
;
nonlinear programming
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract We consider the problem of minimizing a differentiable function ofn parameters, with upper and lower bounds on the parameters. The motivation for this work comes from the optimization of the design of transient electrical circuits. In such optimization, the parameters are circuit elements, the bound constraints keep these parameters physically meaningful, and both the function and gradient evaluations contain errors. We describe a quasi-Newton algorithm for such problems. This algorithm handles the box constraints directly and approximates the given function locally by nonsingular quadratic functions. Numerical tests indicate that the algorithm can tolerate the errors, if the errors in the function and gradient are of the same relative size.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00934451
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