A trust-region method by active-set strategy for general nonlinear optimization

The paper explores a trust-region active-set algorithm for general nonlinear optimization with nonlinear equality and inequality constraints. In this algorithm, an active-set strategy is used together with trust-region methods to compute the trial step. L"1 penalty functions are employed to obtain the global convergence. The global convergence of this algorithm is proved under standard conditions. The numerical tests show the efficiency of the proposed algorithm.

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