Global Convergence for Newton Methods in Mathematical Programming,
Abstract
In constrained optimization problems in mathematical programming one wants to minimize a functional f(x) over a given set C. If, at an approximate solution (x sub n), one replaces f(x) by its Taylor series expansion through quadratic terms at (x sub n) and denotes by x sub (n+1) the minimizing point for this over C, one has a direct analogue of Newton's method. The local convergence of this has been previously analyzed; here the author gives global convergence results for this and the similar algorithm in which the constraint set C is also linearized at each step. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1972
- Accession Number
- AD0746479
Entities
People
- James W. Daniel
Organizations
- University of Texas at Austin