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Title: A New Trust Region algorithm for Equality Constrained Optimization
Authors: Coleman, Thomas F.
Yuan, Wei
Keywords: computer science
technical report
Issue Date: Mar-1995
Publisher: Cornell University
Abstract: We present a new trust region algorithms for solving nonlinear equality constrained optimization problems. At each iterate a change of variables is performed to improve the ability of the algorithm to follow the constraint level sets. The algorithm employs $L_{2}$ penalty functions for obtaining global convergence. Under certain assumptions we prove that this algorithm globally converges to a point satisfying the second order necessary optimality conditions; the local convergence rate is quadratic. Results of preliminary numerical experiments are presented.
Appears in Collections:Computer Science Technical Reports

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