A Global Convergence Theory for General Trust-Region-Based Algorithms for Equality Constrained Optimization

Abstract

This work presents a global convergence theory for a broad class of trust-region algorithms for the smooth nonlinear programming problem with equality constraints. The main result generalizes Powell's 1975 result for unconstrained trust-region algorithmic. The trial step is characterized by very mild conditions on its normal tangential components. The normal Component need not be computed accurately. The theory requires a quasi-normal component to satisfy a fraction of Cauchy decrease condition on the quadratic model of the linearized constraints. The tangential component then must satisfy a fraction of Cauchy decrease condition of a quadratic model of the Lagrasigian function in the translated tangent space of the constraints determined by the quasi-normal component.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1995
Accession Number
ADA453769

Entities

People

  • John E. Dennis
  • Mahmoud El-alem
  • Maria C. Maciel

Organizations

  • Rice University

Tags

DTIC Thesaurus Topics

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

Fields of Study

  • Mathematics

Readers

  • Operations Research
  • Statistical inference.

Technology Areas

  • Space