Author
Ellner, Paul M.
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.;
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.;