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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

INEXACT RESTORATION APPROACH FOR MINIMIZATION WITH INEXACT EVALUATION OF THE OBJECTIVE FUNCTION

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Author(s):
Krejic, Natasa [1] ; Martinez, J. M. [2]
Total Authors: 2
Affiliation:
[1] Univ Novi Sad, Fac Sci, Dept Math & Informat, Trg Dositeja Obradovica 4, Novi Sad 21000 - Serbia
[2] Univ Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp IMECC, BR-13083859 Campinas, SP - Brazil
Total Affiliations: 2
Document type: Journal article
Source: Mathematics of Computation; v. 85, n. 300, p. 1775-1791, JUL 2016.
Web of Science Citations: 5
Abstract

A new method is introduced for minimizing a function that can be computed only inexactly, with different levels of accuracy. The challenge is to evaluate the (potentially very expensive) objective function with low accuracy as far as this does not interfere with the goal of getting high accuracy minimization at the end. For achieving this goal the problem is reformulated in terms of constrained optimization and handled with an Inexact Restoration technique. Convergence is proved and numerical experiments motivated by Electronic Structure Calculations are presented, which indicate that the new method overcomes current approaches for solving large-scale problems. (AU)

FAPESP's process: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
Grantee:José Alberto Cuminato
Support type: Research Grants - Research, Innovation and Dissemination Centers - RIDC
FAPESP's process: 06/53768-0 - Computational methods of optimization
Grantee:José Mário Martinez Perez
Support type: Research Projects - Thematic Grants