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An interior trust region approach for nonlinear minimization subject to bounds. (English) Zbl 0855.65063
A new trust region approach for minimizing a nonlinear function subject to simple bounds is proposed. The method reduces to a standard trust region approach for the unconstrained problem when there are no upper or lower bounds on the variables. Global and local quadratic convergence are established. Numerical experiments are reported indicating the practical viability of this approach.

MSC:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
Software:
GQTPAR
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