A global convergence theory for a class of trust region algorithms for constrained optimization

Simple item page
dc.contributor.advisorTapia, Richard A.en_US
dc.contributor.advisorDennis, John E., Jr.en_US
dc.creatorEl-Alem, Mahmoud Mahmouden_US
dc.date.accessioned2009-06-03T23:55:03Zen_US
dc.date.available2009-06-03T23:55:03Zen_US
dc.date.issued1988en_US
dc.description.abstractIn this research we present a trust region algorithm for solving the equality constrained optimization problem. This algorithm is a variant of the 1984 Celis-Dennis-Tapia algorithm. The augmented Lagrangian function is used as a merit function. A scheme for updating the penalty parameter is presented. The behavior of the penalty parameter is discussed. We present a global and local convergence analysis for this algorithm. We also show that under mild assumptions, in a neighborhood of the minimizer, the algorithm will reduce to the standard SQP algorithm; hence the local rate of convergence of SQP is maintained. Our global convergence theory is sufficiently general that it holds for any algorithm that generates steps that give at least a fraction of Cauchy decrease in the quadratic model of the constraints.en_US
dc.format.extent117 p.en_US
dc.format.mimetypeapplication/pdfen_US
dc.identifier.callnoThesis Math. Sci. 1988 El-Alemen_US
dc.identifier.citationEl-Alem, Mahmoud Mahmoud. "A global convergence theory for a class of trust region algorithms for constrained optimization." (1988) Diss., Rice University. <a href="https://hdl.handle.net/1911/16136">https://hdl.handle.net/1911/16136</a>.en_US
dc.identifier.urihttps://hdl.handle.net/1911/16136en_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.titleA global convergence theory for a class of trust region algorithms for constrained optimizationen_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
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
8900229.PDF
Size:
2.54 MB
Format:
Adobe Portable Document Format
Download
Collections
Rice University Theses and Dissertations