Nonlinear programming without a penalty function or a filter

A new method is introduced for solving equality constrained nonlinear optimization problems. This method does not use a penalty function, nor a barrier or a filter, and yet can be proved to be globally convergent to first-order stationary points. It uses different trust-regions to cope with the nonl...

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Détails bibliographiques
Auteurs principaux: Gould, N, Toint, P
Format: Report
Publié: Unspecified 2007