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A trust region typed dogleg method for nonlinear optimization. (English) Zbl 0723.90068
A projected quasi-Newton method is applied to a nonlinear programming problem with equality type constraints. The trust region idea is combined with this method to ensure the global convergence. The rate of local convergence of this algorithm is superlinear.

MSC:
90C30 Nonlinear programming
49M30 Other numerical methods in calculus of variations (MSC2010)
65K05 Numerical mathematical programming methods
90-08 Computational methods for problems pertaining to operations research and mathematical programming
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References:
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