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: | Yuan Y., Powell M.D.J. |
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.