CUTEr and SifDec: A constrained and unconstrained testing environment, revisited
ACM Transactions on Mathematical Software (TOMS)
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We present a new trust region algorithms 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 $L_{2}$ penalty functions for obtaining global convergence. Under certain assumptions we prove that this algorithm globally converges to a point satisfying the second order necessary optimality conditions; the local convergence rate is quadratic. Results of preliminary numerical experiments are presented.