A trust region algorithm for equality constrained optimization

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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. © 1990 The Mathematical Programming Society, Inc.

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Powell, M. J. D., & Yuan, Y. (1990). A trust region algorithm for equality constrained optimization. Mathematical Programming, 49(1–3), 189–211. https://doi.org/10.1007/BF01588787

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