Accession Number:

ADA453382

Title:

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

Descriptive Note:

Technical rept.

Corporate Author:

RICE UNIV HOUSTON TX DEPT OF MATHEMATICAL SCIENCES

Personal Author(s):

Report Date:

1989-05-01

Pagination or Media Count:

52.0

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.

Subject Categories:

  • Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE