Solves convex nonlinear programming problems.
Special handling of separable problems.
sTrustr implements a
structured trust region algorithm by
A. R. Conn, Nick Gould, A. Sartenaer, Ph. L. Toint;
Convergence Properties of Minimization Algorithms For Convex
Constraints Using A Structured Trust Region, July 4, 1995.
The algorithm is
combined with an initial
trust region radius algorithm, ITRR, by Sartenaer, 1995.
The algorithm treats nonlinear constraints, but will fail for non-convex
Use the solvers conSolve and nlpSolve in the Tomlab Base Module,
MINOS in Tomlab /MINOS,
or NPSOL in Tomlab /SOL
for such problems.
Special treatment of partially separable functions, where
f(x) = sum (i=1:M) f_i (x).
Quasi-Newton BFGS or DFP is used for the Quasi-Newton update,
if second order information is not present
or the analytical Hessian is not used.