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A trust region algorithm for optimization with nonlinear equality and linear inequality constraints. (English) Zbl 0858.90115

Summary: A new algorithm of trust region type is presented to minimize a differentiable function of many variables with nonlinear equality and linear inequality constraints. Under the milder conditions, the global convergence of the main algorithm is proved. Moreover, since any nonlinear inequality constraint can be converted into an equation by introducing a slack variable, the trust region method can be used in solving general nonlinear programming problems.

MSC:

90C30 Nonlinear programming
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