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    Convergence criteria for usable direction methods

    Author
    Ellner, Paul M.
    View/Open
    174915_thesis.pdf (4.121Mb)
    Other Contributors
    Lemke, Carlton E.; Carter, Richard L.; Ecker, Joseph G.; Rogers, Edwin H.;
    Date Issued
    1975-06
    Subject
    Mathematical programming
    Degree
    PhD;
    Terms of Use
    This electronic version is a licensed copy owned by Rensselaer Polytechnic Institute, Troy, NY. Copyright of original work retained by author.;
    Metadata
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    URI
    https://hdl.handle.net/20.500.13015/1342
    Abstract
    The nonlinear programming problem P: maximize f(x) subject to g(x) nonnegative, is considered where f and g are continuously differentiable functions defined on Euclidean n-space, and g is vector-valued. Convergence theorems are obtained that possess the following characteristics: they (1) identify properties of usable direction methods which ensure finite limit points of sequences generated by them are Kuhn-Tucker points of problem P; (2) present convergence criteria that are readily applicable to many usable direction methods; and (3) suggest ways to construct usable direction methods which generate sequences whose finite limit points are Kuhn-Tucker points of problem P. The problem of constructing and analyzing steplength functions which meet the criteria of the convergence theorems is addressed from a unified viewpoint. In addition, several classes of usable direction algorithms are presented whose convergence properties are analyzed via the convergence theorems.;
    Description
    June 1975; School of Science
    Department
    Dept. of Mathematical Sciences;
    Publisher
    Rensselaer Polytechnic Institute, Troy, NY
    Relationships
    Rensselaer Theses and Dissertations Online Collection;
    Access
    Restricted to current Rensselaer faculty, staff and students. Access inquiries may be directed to the Rensselaer Libraries.;
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    • RPI Theses Online (Complete)

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