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sTrustr

Solves convex nonlinear programming problems. Special handling of separable problems.

Main features

  • 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 problems. 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.

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