Research on trust-region algorithms for nonlinear programming. Progress report, January 1, 1991--December 31, 1991

Abstract

This report discusses research on the following topics: interior- point methods for linear programming; trust-region SQP newton`s method for general nonlinear programming problems; trust-region SQP newton`s method for large sparse nonlinear programming problems with applications to oil reservoir management; a unified approach to global convergence of trust-region methods for nonsmooth optimization; and SQP augmented lagrangian BRGS algorithm for constrained optimization. (LSP).

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