A generalized trust region SQP algorithm for equality constrained optimization

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dc.contributor.advisorHeinkenschloss, Matthias
dc.creatorWang, Zhen
dc.date.accessioned2009-06-04T07:56:20Z
dc.date.available2009-06-04T07:56:20Z
dc.date.issued2004
dc.description.abstractWe introduce and analyze a class of generalized trust region sequential quadratic programming (GTRSQP) algorithms for equality constrained optimization. Unlike in standard trust region SQP (TRSQP) algorithms, the optimization subproblems arising in our GTRSQP algorithm can be generated from models of the objective and constraint functions that are not necessarily based on Taylor approximations. The need for such generalizations is motivated by optimal control problems for which model problems can be generated using, e.g., different discretizations. Several existing TRSQP algorithms are special cases of our GTRSQP algorithm. Our first order global convergence result for the GTRSQP algorithm applied to TRSQP allows one to relax the condition that the so-called tangential step lies in the null-space of the linearized constraints. The application of the GTRSQP algorithm to an optimal control problem governed by Burgers equation is discussed.
dc.format.extent114 p.en_US
dc.format.mimetypeapplication/pdf
dc.identifier.callnoTHESIS MATH.SCI. 2004 WANG
dc.identifier.citationWang, Zhen. "A generalized trust region SQP algorithm for equality constrained optimization." (2004) Diss., Rice University. <a href="https://hdl.handle.net/1911/18720">https://hdl.handle.net/1911/18720</a>.
dc.identifier.urihttps://hdl.handle.net/1911/18720
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.subjectMechanical engineering
dc.titleA generalized trust region SQP algorithm for equality constrained optimization
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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