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| Author(s): |
Abel Soares Siqueira
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: | 2013-02-12 |
| Examining board members: |
Francisco de Assis Magalhães Gomes Neto;
José Mario Martínez Pérez;
Roberto Andreani;
Ernesto Julián Goldberg Birgin;
Elizabeth Wegner Karas
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| Advisor: | Francisco de Assis Magalhães Gomes Neto |
| Abstract | |
One way to solve general nonlinear programming problems is the composite-step strategies. These strategies usually combine a step tangent to the constraints and a normal step, alternating between reducing the objective function value and the norm of the infeasibility. This kind of method requires the control of the steps or the iterates, in order to prevent one step from destroying the progress of another. We will present an extension of the Dynamic Control of Infeasibility method, which utilizes a strategy to control the steps known as Trust Cylinders. This method was originally designed for problems with equality contraints only, and our extension will handle general constraints. We'll show numerical experiments comparing our method with another composite-step method (AU) | |
| FAPESP's process: | 09/17273-4 - Dynamic control of infeasibility for inequality constrained optimization |
| Grantee: | Abel Soares Siqueira |
| Support Opportunities: | Scholarships in Brazil - Doctorate (Direct) |