Structured secant updates for nonlinear constrained optimization

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dc.contributor.advisorDennis, John E., Jr.
dc.creatorOverley, H. Kurt
dc.date.accessioned2009-06-04T00:31:27Z
dc.date.available2009-06-04T00:31:27Z
dc.date.issued1991
dc.description.abstractTwo new updates are presented, the UHU update and a modified Gurwitz update, for approximating the Hessian of the Lagrangian in nonlinear constrained optimization problems. Under the standard assumptions, the new UHU algorithm is shown to converge locally at a two-step q-superlinear rate. With the additional assumption that the update can be performed at every iteration, the UHU method converges locally at a one-step q-superlinear rate. Numerical experiments are performed on some full Hessian methods including Powell's modified BFGS and Tapia's ASSA and SALSA algorithms, and on reduced Hessian methods including the two new updates, the Coleman-Fenyes update, the Nocedal-Overton method, and the two-stage Gurwitz update. These experiments show that the new updates compare favorably with existing methods.
dc.format.extent68 p.en_US
dc.format.mimetypeapplication/pdf
dc.identifier.callnoThesis Math.Sci. 1991 Overley
dc.identifier.citationOverley, H. Kurt. "Structured secant updates for nonlinear constrained optimization." (1991) Diss., Rice University. <a href="https://hdl.handle.net/1911/16470">https://hdl.handle.net/1911/16470</a>.
dc.identifier.urihttps://hdl.handle.net/1911/16470
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.titleStructured secant updates for nonlinear 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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