Loading...

Nonlinear Programming Without a Penalty Function or a Filter

Abdollahi, Fahimeh | 2009

744 Viewed
  1. Type of Document: M.Sc. Thesis
  2. Language: Farsi
  3. Document No: 40042 (02)
  4. University: Sharif University of Technology
  5. Department: Mathematical Sciences
  6. Advisor(s): Mahdavi Amiri, Nezamedin
  7. Abstract:
  8. A new method, recently introduced in the literature, is discussed for solving equality constrained nonlinear optimization problems. This method does not use a penalty or a barrier function, or a filter, and yet its global convergence to first-order stationary points can be proved. The method uses different trust regions to cope with the nonlinearities of the objective function and the constraints, and admits inexact SQP steps not lying exactly in the nullspace of the local Jacobian. We implement the method in MATLAb 7.7 software environment and test the resulting program on a collection of CUTEr problems. The numerical results are promising and confirm the global convergence of the method
  9. Keywords:
  10. Nonlinear Optimization ; Trust Region ; Global Convergence ; Equality Constraint ; Numerical Algorithm

 Digital Object List

  • محتواي پايان نامه
  •   view

 Bookmark