Accession Number:

ADA094257

Title:

Constrained Definite Hessians Tend to be Well Conditioned.

Descriptive Note:

Technical rept.,

Corporate Author:

MARYLAND UNIV COLLEGE PARK DEPT OF COMPUTER SCIENCE

Personal Author(s):

Report Date:

1980-06-01

Pagination or Media Count:

11.0

Abstract:

The testing of optimization algorithms requires the running of problems with ill-conditioned Hessians. For constrained problems, it is the projection of the Hessian onto the space determined by the active constraints that must be ill conditioned. In this note it is argued that unless the Hessian and the constraints are constructed together, the constrained Hessian is likely to be well conditioned. The approach is to examine the effects of random constraints on a singular Hessian. Author

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE