A man is held by unseen captives that thwart his every escape attempt. He discovers that they are his other personalities that have trying to stop his most violent personality escaping and killing again.

I prefer it if he dies (I write as I twist my evil looking mustache...) it gives him an element of sacrifice that redeems his character. However, for it not to feel hollow and labored, you'll need a second "real" character to benefit from the MC's sacrifice, otherwise, it was all for nothing. Could there be a victim he was planning on killing and as a result of his own sacrifice the victim lives?

I decided to go for the tragedy. He dies. It will be available over on Script Revolution if anyone wants to read it.

I'm not sold on the whole multiple personality thing (very reminiscent of Donald Kaufman's screenplay 'The Three' in Adaptation... in the film this pitch was supposed to be a joke because of both its cliche and unbelievability...)
I think if you lost this angle it could be a great story: guy awakes in some kind of house/ hospital/ prison whathaveyou..cant escape.. no memory of how he got there...begins to get clues and puts togethet he's a seriel killer suffering amnesia..?? Anyway, food for thought.
Best if luck