## On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization (1995)

Citations: | 8 - 0 self |

### BibTeX

@MISC{Dennis95onthe,

author = {John Dennis and Luís N. Vicente},

title = {On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization},

year = {1995}

}

### OpenURL

### Abstract

In this paper we analyze incxact trust region interior point (TRIP) sequential quadr tic programming (SOP) algorithms for the solution of optimization problems with nonlinear equality constraints and simple bound constraints on some of the variables. Such problems arise in many engineering applications, in particular in optimal control problems with bounds on the control. The nonhnear constraints often come from the discretization of partial differential equations. In such cases the calculation of derivative information and the solution of hncarizcd equations is expensive. Often, the solution of hncar systems and derivatives arc computed incxactly yielding nonzero residuals. This paper