| Full text | |
| Author(s): |
Total Authors: 2
|
| Affiliation: | [1] Univ Estadual Campinas, IMECC UNICAMP, Dept Appl Math, BR-13083859 Campinas, SP - Brazil
[2] Univ Simon Bolivar, Dept Comp Cient & Estadist, Caracas 1080 - Venezuela
Total Affiliations: 2
|
| Document type: | Journal article |
| Source: | Journal of Global Optimization; v. 63, n. 2, p. 319-342, OCT 2015. |
| Web of Science Citations: | 3 |
| Abstract | |
A separable cubic model, for smooth unconstrained minimization, is proposed and evaluated. The cubic model uses some novel secant-type choices for the parameters in the cubic terms. A suitable hard-case-free trust-region strategy that takes advantage of the separable cubic modeling is also presented. For the convergence analysis of our specialized trust region strategy we present as a general framework a model -order trust region algorithm with variable metric and we prove its convergence to -stationary points. Some preliminary numerical examples are also presented to illustrate the tendency of the specialized trust region algorithm, when combined with our cubic modeling, to escape from local minimizers. (AU) | |
| FAPESP's process: | 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry |
| Grantee: | Francisco Louzada Neto |
| Support Opportunities: | Research Grants - Research, Innovation and Dissemination Centers - RIDC |
| FAPESP's process: | 13/05475-7 - Computational methods in optimization |
| Grantee: | Sandra Augusta Santos |
| Support Opportunities: | Research Projects - Thematic Grants |