Regre: A Combined Method for the Computer Solution of Optimization Problems With Constrains

Abstract

A new method for the solution of optimization problems of non - linear objetive functions with linear or non-linear constraints is shown. The new method is based on a combination of a derivative method and a direct search method. The choice of algorithms was made taking into account the convergence rate and precision in the solution of this type of problems.
To sum up, this method is very efficient since it can arrive at the solution even in cases where other iterative algorithms diverge.
The numerical results achieved and their comparisons with the results obtained by other methods are given in different tables.