
Accession Number : AD0746479
Title : Global Convergence for Newton Methods in Mathematical Programming,
Corporate Author : TEXAS UNIV AUSTIN CENTER FOR NUMERICAL ANALYSIS
Personal Author(s) : Daniel,James W.
Report Date : JUN 1972
Pagination or Media Count : 14
Abstract : In constrained optimization problems in mathematical programming one wants to minimize a functional f(x) over a given set C. If, at an approximate solution (x sub n), one replaces f(x) by its Taylor series expansion through quadratic terms at (x sub n) and denotes by x sub (n+1) the minimizing point for this over C, one has a direct analogue of Newton's method. The local convergence of this has been previously analyzed; here the author gives global convergence results for this and the similar algorithm in which the constraint set C is also linearized at each step. (Author)
Descriptors : (*MATHEMATICAL PROGRAMMING, ITERATIONS), CONVERGENCE, CONVEX SETS, APPROXIMATION(MATHEMATICS), ALGORITHMS
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE