scientific article; zbMATH DE number 1568984
In order to solve a nonlinear constrained optimiztion problem the authors first consider a primal-dual system of nonlinear equations with the property that its solution is a Karush-Kuhn-Tucker point for the constrained problem. This system is derived on the basis of an efficient strategy for the identification of the constraints active at the solution. Then for the solution of the system a truncated Newton scheme is adopted based on a \(QR\) factorization of the gradient of the estimated active constraints and on conjugate gradient methods in the tangent space of these constraints. This approach is considered to be advantageous when the number of variables is much larger than the number of constraints. Local convergence with superlinear convergence rate is proved under mild assumptions and it is shown how to globalize the convergence of iterated making use of a line search technique applied to a primal-dual merit function in the class of exact augmented Lagrangian functions. Preliminary numerical results are reported. For the entire collection see [Zbl 0949.00039].
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