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dc.contributor.authorColeman, Thomas F.en_US
dc.contributor.authorYuan, Weien_US
dc.date.accessioned2007-04-04T16:07:39Z
dc.date.available2007-04-04T16:07:39Z
dc.date.issued1995-01en_US
dc.identifier.citationhttp://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.tc/95-205en_US
dc.identifier.urihttps://hdl.handle.net/1813/5543
dc.description.abstractWe present a new trust algorithm for solving nonlinear equality constrained optimization problems. At each iterate a change of variables is performed to improve the ability of the algorithm to follow the constraint level sets. The algorithm employs L2 penalty function for obtaining global convergence. Under certain assumptions we prove that this algorithm globally converges to a point satisfying the second order necessary optimally conditions; the local convergence rate is quadratic. Results of preliminary numerical experiments are presented.en_US
dc.format.extent329516 bytes
dc.format.extent433240 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/postscript
dc.language.isoen_USen_US
dc.publisherCornell Universityen_US
dc.subjecttheory centeren_US
dc.titleA New Trust Region Algorithm for Equality Constrained Optimizationen_US
dc.typetechnical reporten_US


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