M. Lalee et al., ON THE IMPLEMENTATION OF AN ALGORITHM FOR LARGE-SCALE EQUALITY CONSTRAINED OPTIMIZATION, SIAM journal on optimization, 8(3), 1998, pp. 682-706
This paper describes a software implementation of Byrd and Omojokun's
trust region algorithm for solving nonlinear equality constrained opti
mization problems. The code is designed for the efficient solution of
large problems and provides the user with a variety of linear algebra
techniques for solving the subproblems occurring in the algorithm. Sec
ond derivative information can be used, but when it is not available,
limited memory quasi-Newton approximations are made. The performance o
f the code is studied using a set of difficult test problems from the
CUTE collection.