A trust region algorithm for equality constrained optimization

A trust region algorithm for equality constrained optimization

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Article ID: iaor19921170
Country: Netherlands
Volume: 49
Issue: 2
Start Page Number: 189
End Page Number: 211
Publication Date: Dec 1990
Journal: Mathematical Programming
Authors: ,
Abstract:

A trust region algorithm for equality constrained optimization is proposed that employs a differentiable exact penalty function. Under certain conditions global convergence and local superlinear convergence results are proved.

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