NLP4

Rosenbrock Solution by MINOS

The animation below traces the solution trajectory as the MINOS solver works to find the optimum solution for the Rosenbrock function described in animation NLP2. MINOS uses a combination of methods, including a linearly constrained Lagrangian method with linearizations of the nonlinear constraints at the current point, and the Generalized Reduced Gradient (GRG) method.




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