A Trust Region Strategy for Equality Constrained Optimization

Abstract

Many current algorithms for - nonlinear constrained optimization problems determine a direction by solving a quadratic programming subproblem. The global convergence properties are addressed by using a line search technique and a merit function to modify the length of the step obtained from the quadratic program. In unconstrained optimization trust regions strategies have been very successful. In this paper we present a new approach for equality constrained optimization problems based on a trust region strategy. The direction selected is not necessarily the solution of the standard quadratic programming subproblem.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1984
Accession Number
ADA454933

Entities

People

  • J. E. Dennis Jr.
  • M. R. Celis
  • Richard A. Tapia

Organizations

  • Rice University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Applied Mathematics
  • Computer Programming
  • Evolutionary Algorithms
  • Heuristic Methods
  • Information Operations
  • Mathematics
  • Operations Research
  • Optimization
  • Quadratic Programming
  • Standards

Fields of Study

  • Mathematics

Readers

  • Operations Research