An algorithm for solving equality constrained optimization problems is proposed. It can deal with nonconvex functions and uses a truncated conjugate algorithm for detecting nonconvexity. The algorithm ensures convergence from remote starting point by using line-search. Numerical experiments are reported, comparing the approach with the one implemented in the trust region codes ETR and Knitro.
Research Report RR-4346, INRIA, BP 105, 78153 Le Chesnay, France
View A truncated SQP algorithm for solving nonconvex equality constrained optimization problems