A Global Convergence Theory for the Celis-Dennis-Tapia Trust Region Algorithm for Constrained Optimization

Abstract

A global convergence theory for a class of trust-region algorithms for solving the equality constrained optimization problem is presented. This theory is suffidently 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 con- straints and uses the augmented Lagrangian as a merit function. This theory is used to establish global convergence of the 1g84 Celis-Dennis-Tapia algorithm with a different scheme for updating the penalty parameter. The behavior of the penalty parameter is also discussed.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1989
Accession Number
ADA453382

Entities

People

  • Mahmoud El-alem

Organizations

  • Rice University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Applied Mathematics
  • Convergence
  • Evolutionary Algorithms
  • Heuristic Methods
  • Information Operations
  • Mathematics
  • Operations Research
  • Optimization

Readers

  • Operations Research