A reduced Hessian method for constrained optimization

Reduced Hessian methods have been shown to be successful for equality constrained problems. However there are few results on reduced Hessian methods for general constrained problems. In this paper we propose a method for general constrained problems, based on Byrd and Schnabel's basis-independent algorithm. It can be regarded as a smooth extension of the standard reduced Hessian Method.Research supported in part by NSF, AFORS and ONR through NSF grant DMS-8920550.