| Author(s): |
Mário Salvatierra Junior
Total Authors: 1
|
| Document type: | Doctoral Thesis |
| Press: | Campinas, SP. |
| Institution: | Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica |
| Defense date: | 2005-03-31 |
| Examining board members: |
José Mario Martínez Pérez;
Marcos Nereu Arenales;
Ernesto Julián Goldberg Birgin;
Ana Friedlander;
Lucio Tunes dos Santos
|
| Advisor: | José Mario Martínez Pérez; Roberto Andreani |
| Field of knowledge: | Physical Sciences and Mathematics - Mathematics |
| Indexed in: | Base Acervus-UNICAMP; Biblioteca Digital da UNICAMP |
| Location: | Universidade Estadual de Campinas. Biblioteca Central Cesar Lattes; T/UNICAMP; Sa38o; Universidade Estadual de Campinas. Biblioteca do Instituto de Matemática, Estatística e Computação Científica; T/UNICAMP; Sa38o |
| Abstract | |
In this work a new global optimization method is defined combining deterministic and stochastic ideas. For this, we use a strategy to escape of local minimums established in following the trajectory of the Lissajous curve, a dense and smooth curve in an limited box O. The global algorithm is applied in a geophysical problem, known as the Common Reflection Surface (CRS) problem, and in the problem to find hidden patterns. Also we present a quasi-Newton method for the OVO problem that generalizes the Cauchy local method (used here as local method to find hidden patterns), and prove its superlinear and quadratic convergence. This new method is applied to a Brazilian variation of the Stiglitz¿s Ideal Banking System (AU) | |