A robust trust region algorithm for nonlinear programming
This paper develops and tests a trust region algorithm for the nonlinear equality constrained optimization problem. Our goal is to develop a robust algorithm that can handle lack of second-order sufficiency away from the solution in a natural way. Celis, Dennis and Tapia (1985) give a trust region a...
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| Format: | Others |
| Language: | English |
| Published: |
2009
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| Online Access: | http://hdl.handle.net/1911/16408 |