Abstract
A trust region algorithm for equality constrained optimization is proposed that employs a differentiable exact penalty function. Under certain conditions global convergence and local superlinear convergence results are proved.
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Powell, M.J.D., Yuan, Y. A trust region algorithm for equality constrained optimization. Mathematical Programming 49, 189–211 (1990). https://doi.org/10.1007/BF01588787
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DOI: https://doi.org/10.1007/BF01588787