On trust-region algorithms for linearly constrained minimization

• Grant number: 06/04477-2
• Support Opportunities: Scholarships in Brazil - Doctorate
• Start date: May 01, 2007
• End date: April 30, 2011
• Field of knowledge: Physical Sciences and Mathematics - Mathematics
• Principal Investigator: Sandra Augusta Santos
• Grantee: Larissa Oliveira Xavier
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil

Abstract

This project focuses the linearly constrained minimization problem solved by active set methods. The new elements are how to deal with the inequalities, without adding slack variables, and the usage of Newton's method in the faces of the polytope. As far as second-order methods are concerned, matrix-free strategies are indicated so that the sparsity structure of large-scale problems are exploited.

Academic Publications

(References retrieved automatically from State of São Paulo Research Institutions)

XAVIER, Larissa Oliveira. On trust-region algorithms for linearly constrained minimization. 2011. Doctoral Thesis - Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Ciência da Computação Campinas, SP.