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.
dc.creatorParoda Garcia, Zeferino
dc.date.accessioned2009-06-04T07:55:42Z
dc.date.available2009-06-04T07:55:42Z
dc.date.issued1997
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.
dc.format.extent63 p.en_US
dc.format.mimetypeapplication/pdf
dc.identifier.callnoTHESIS MATH.SCI. 1997 PARADA GARCIA
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>.
dc.identifier.urihttps://hdl.handle.net/1911/19195
dc.language.isoeng
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.
dc.subjectMathematics
dc.subjectOperations research
dc.subjectComputer science
dc.titleA modified augmented Lagrangian merit function, and Q-superlinear characterization results for primal-dual Quasi-Newton interior-point method for nonlinear programming
dc.typeThesis
dc.type.materialText
thesis.degree.departmentMathematical Sciences
thesis.degree.disciplineEngineering
thesis.degree.grantorRice University
thesis.degree.levelDoctoral
thesis.degree.nameDoctor of Philosophy
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