New advances in inexact restoration methods to cover new applications
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| Full text | |
| Author(s): |
Total Authors: 2
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| 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
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| 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: | Francisco Louzada Neto |
| Support Opportunities: | Research Grants - Research, Innovation and Dissemination Centers - RIDC |
| FAPESP's process: | 06/53768-0 - Computational methods of optimization |
| Grantee: | José Mário Martinez Perez |
| Support Opportunities: | Research Projects - Thematic Grants |