Abstract
A new active set Newton-type algorithm for the solution of inequality constrained minimization problems is proposed. The algorithm possesses the following favorable characteristics: (i) global convergence under mild assumptionss (ii) superlinear convergence of primal variables without strict complementaritys (iii) a Newton-type direction computed by means of a truncated conjugate gradient method. Preliminary computational results are reported to show viability of the approach in large scale problems having only a limited number of constraints.
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