Quasi-Newton methods for large scale nonlinear equations and constrained optimization: Progress report, July 1, 1987-June 30, 1988
Technical Report
·
OSTI ID:5039330
This grant is for research in Quasi-Newton Methods for Large-Scale Nonlinear Equations and Constrained Optimization. The research proposed is divided into major areas: large-scale nonlinear equations and constrained optimization. In nonlinear equations the investigators shall perform extensive theoretical and numerical investigations of trust region methods which have been formulated using arbitrary norms in both the objective function and the specification of the trust region of the model problem. It is expected that the theoretical studies will lead to an effective algorithm that uses linear programming techniques to solve the intermediate model problems. In constrained optimization they shall continue the research carried out previously in the area of trust region methods for equality constrained problems and for secant update methods for general constrained optimization. The research will include the extension of the existing approach to problems with inequality constraints, a derivation of an analog of Powell's dogleg algorithm for constrained optimization, and a development of a convergence theory for these general algorithms.
- Research Organization:
- Rice Univ., Houston, TX (USA)
- DOE Contract Number:
- FG05-86ER25017
- OSTI ID:
- 5039330
- Report Number(s):
- DOE/ER/25017-2; ON: DE88008648
- Country of Publication:
- United States
- Language:
- English
Similar Records
Inexact Newton dogleg methods.
Extension of quasi-Newton methods to constrained optimization and to general systems of nonlinear equations and inequalities. Final report, February 1, 1976--January 31, 1977
On the Derivation of Quasi-Newton Formulas for Optimization in Function Spaces
Journal Article
·
Sun May 01 00:00:00 EDT 2005
· Proposed for publication in the SIAM Journal on Numerical Analysis.
·
OSTI ID:972457
Extension of quasi-Newton methods to constrained optimization and to general systems of nonlinear equations and inequalities. Final report, February 1, 1976--January 31, 1977
Technical Report
·
·
OSTI ID:5345258
On the Derivation of Quasi-Newton Formulas for Optimization in Function Spaces
Journal Article
·
Sun Jul 12 20:00:00 EDT 2020
· Numerical Functional Analysis and Optimization
·
OSTI ID:1804288