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| Author(s): |
Mael Sachine
Total Authors: 1
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| Document type: | Doctoral Thesis |
| Press: | Campinas, SP. |
| Institution: | Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica |
| Defense date: | 2010-08-30 |
| Examining board members: |
Sandra Augusta Santos;
Clovis Caesar Gonzaga;
Paulo José da Silva e Silva;
José Mario Martínez Pérez;
Francisco de Assis Magalhães Gomes Neto;
Ademir Alves Ribeiro
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| Advisor: | Márcia Aparecida Gomes Ruggiero; Sandra Augusta Santos |
| Abstract | |
In this work we propose globally convergent versions for the Method of Moving Asymptotes (MMA), based on the spectral parameter for updating the approximations of the original functions and on relaxing the conservative condition. The second-order information present in the spectral parameter is included in the rational approximations of the objective function and of the nonlinear constraints in the beginning of each iteration, so as to improve the quality of the models. The conservative condition is relaxed by means of a summable controlled forcing sequence, so that global convergence is maintained. Also, we propose a new strategy to solve the MMA subproblems by means of the dual problem, using a trust-region technique. The performed numerical experiments confirm the efficiency of the proposed strategies. In addition, by working with an extended problem associated with the standard formulation for the nonlinear programming problem with inequality constraints, we have established relationships between the KKT points of the extended problem and the corresponding points of the associated original problem (AU) | |