Is quasi-Newton iteration utilizing Broyden/Fletcher/Goldfarb/Shanno update on inverse Hessian matrix. Capable of solving constrained optimization unconstrained optimization and constraints only problems with one to five independent variables from one to five constraint functions and one dependent function optimized.
Algorithm Solves Constrained and Unconstrained Optimization Problems
NASA Tech Briefs ; 8 , 3
1985-02-01
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Keine Angabe
Englisch
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