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A global convergence theory for general trust-region-based algorithms for equality constrained optimization. (English) Zbl 0867.65031
This paper establishes a global convergence theory for a broad class of nonlinear programming algorithms for smooth problems with equality constraints. The authors present a general trust-region algorithm with the conditions that the trial step must satisfy. The global convergence is established under certain assumptions.

MSC:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
Software:
ADIFOR
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