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Remarks about the constrained step.

This algorithm combines the advantages of both trust region and line-search worlds. We are using a trust region for his robustness and speed when confronted to highly non-linear objective function. We are using line-search techniques because of their superiority when confronted to non-linear constraints. When no non-linear constraints are active, we are using the Moré and Sorensen algorithm [CGT00c,MS83] which gives us high accuracy in step calculation and which leads to very fast convergence.

Frank Vanden Berghen 2004-04-19