A Primal-Dual Trust-Region Algorithm for Minimizing
      a Non-convex Function Subject to General Inequality
              and Linear Equality Constraints

             by A. R. Conn, N. I. M. Gould
             D. Orban and Ph. L. Toint

                       Report 99/04

A new primal-dual algorithm is proposed for the minimization of non-convex
objective functions subject to general inequality and linear equality
constraints. The method uses a primal-dual trust-region model to ensure
descent on a suitable merit function.  Convergence is proved to second-order
critical points from arbitrary starting points.  Preliminary numerical results
are presented.