Many current algorithms for nonlinear constrained optimization problems determine a search 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 region strategies have been very successful. In this thesis 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.
| Identifer | oai:union.ndltd.org:RICE/oai:scholarship.rice.edu:1911/15885 |
| Date | January 1985 |
| Creators | CELIS, MARIA ROSA |
| Source Sets | Rice University |
| Language | English |
| Detected Language | English |
| Type | Thesis, Text |
| Format | application/pdf |
Page generated in 0.0017 seconds