Accession Number:

ADA454933

Title:

A Trust Region Strategy for Equality Constrained Optimization

Descriptive Note:

Technical rept.

Corporate Author:

RICE UNIV HOUSTON TX DEPT OF MATHEMATICAL SCIENCES

Report Date:

1984-09-01

Pagination or Media Count:

14.0

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.

Subject Categories:

  • Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE