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A trust region algorithm for equality constrained optimization |
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| Authors: | M. J. D. Powell Y. Yuan |
| Affiliation: | (1) Department of Applied Mathematics and Theoretical Physics, University of Cambridge, CB3 9EW Cambridge, England |
| 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. |
| Keywords: | Equality constrained optimization exact penalty functions nonlinear programming superlinear convergence trust regions |
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