On the Local Convergence of a Primal-Dual Trust-Region
       Interior-Point Algorithm for Constrained Nonlinear Programming

         N. I. M. Gould, D. Orban,  A. Sartenaer and Ph. L. Toint

The local convergence properties of the trust-region interior-point method
described in Conn, Gould, Orban and Toint (1999) are analyzed. It is shown
that the method asymptotically require a single inner iteration per outer
iteration and converges 2-step supercubically.