Structured secant updates for nonlinear constrained optimization

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dc.contributor.advisorDennis, John E., Jr.en_US
dc.creatorOverley, H. Kurten_US
dc.date.accessioned2009-06-04T00:31:27Zen_US
dc.date.available2009-06-04T00:31:27Zen_US
dc.date.issued1991en_US
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.en_US
dc.format.extent68 p.en_US
dc.format.mimetypeapplication/pdfen_US
dc.identifier.callnoThesis Math.Sci. 1991 Overleyen_US
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>.en_US
dc.identifier.urihttps://hdl.handle.net/1911/16470en_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.titleStructured secant updates for nonlinear 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
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