A modified augmented Lagrangian merit function, and Q-superlinear characterization results for primal-dual Quasi-Newton interior-point method for nonlinear programming

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dc.contributor.advisorTapia, Richard A.en_US
dc.creatorParoda Garcia, Zeferinoen_US
dc.date.accessioned2009-06-04T07:55:42Zen_US
dc.date.available2009-06-04T07:55:42Zen_US
dc.date.issued1997en_US
dc.description.abstractTwo classes of primal-dual interior-point methods for nonlinear programming are studied. The first class corresponds to a path-following Newton method formulated in terms of the nonnegative variables rather than all primal and dual variables. The centrality condition is a relaxation of the perturbed Karush-Kuhn-Tucker condition and primarily forces feasibility in the constraints. In order to globalize the method using a linesearch strategy, a modified augmented Lagrangian merit function is defined in terms of the centrality condition. The second class is the Quasi-Newton interior-point methods. In this class the well known Boggs-Tolle-Wang characterization of Q-superlinear convergence for Quasi-Newton method for equality constrained optimization is extended. Critical issues in this extension are; the choice of the centering parameter, the choice of the steplength parameter, and the choice of the primary variables.en_US
dc.format.extent63 p.en_US
dc.format.mimetypeapplication/pdfen_US
dc.identifier.callnoTHESIS MATH.SCI. 1997 PARADA GARCIAen_US
dc.identifier.citationParoda Garcia, Zeferino. "A modified augmented Lagrangian merit function, and Q-superlinear characterization results for primal-dual Quasi-Newton interior-point method for nonlinear programming." (1997) Diss., Rice University. <a href="https://hdl.handle.net/1911/19195">https://hdl.handle.net/1911/19195</a>.en_US
dc.identifier.urihttps://hdl.handle.net/1911/19195en_US
dc.language.isoengen_US
dc.rightsCopyright is held by the author, unless otherwise indicated. Permission to reuse, publish, or reproduce the work beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder.en_US
dc.subjectMathematicsen_US
dc.subjectOperations researchen_US
dc.subjectComputer scienceen_US
dc.titleA modified augmented Lagrangian merit function, and Q-superlinear characterization results for primal-dual Quasi-Newton interior-point method for nonlinear programmingen_US
dc.typeThesisen_US
dc.type.materialTexten_US
thesis.degree.departmentMathematical Sciencesen_US
thesis.degree.disciplineEngineeringen_US
thesis.degree.grantorRice Universityen_US
thesis.degree.levelDoctoralen_US
thesis.degree.nameDoctor of Philosophyen_US
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