Canonical coordinates method for equality-constrained nonlinear optimization. (Q1406229)

A new approach for solving constrained optimization problems, called canonical coordinates method (CCM), is given. The CCM uses dynamically in each step a coordinate system that is most appropriate for decribing the local geometry around the current iterate. The CCM is able to maintain feasibility in equality-constrained nonlinear optimization without having to solve systems of nonlinear equations. The convergence of the method is proved. Few numerical examples show that CCM solves problems that cannot be solved with the NLP solver in MATLAB.