Ricerca del minimo vincolato di una funzione dotata di derivate prima e seconda

Abstract

The paper deals with a method for the constrained minimization of an-variable non-linear function.

The method is quite fast to find the minimum also in its neighborhood and therefore it may be used for the solution of non-linear systems.

The way to deal with the linear or non-linear constraints makes calculation time reasonable also in difficult problems.

The method is essentially based on the local second-order approximation of the objective function (and so it is exact for quadratic functions) and on diagonalization of the associated quadratic form.