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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.)

ON THE EMPLOYMENT OF INEXACT RESTORATION FOR THE MINIMIZATION OF FUNCTIONS WHOSE EVALUATION IS SUBJECT TO ERRORS

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Author(s):
Birgin, E. G. [1] ; Krejic, N. [2] ; Martinez, J. M. [3]
Total Authors: 3
Affiliation:
[1] Univ Sao Paulo, Inst Math & Stat, Dept Comp Sci, Rua Matao, 1010 Cidade Univ, BR-05508090 Sao Paulo, SP - Brazil
[2] Univ Novi Sad, Fac Sci, Dept Math & Informat, Trg Dositeja Obradovica 4, Novi Sad 21000 - Serbia
[3] Univ Estadual Campinas, IMECC, Inst Math Stat & Sci Comp, Dept Appl Math, BR-13083859 Campinas, SP - Brazil
Total Affiliations: 3
Document type: Journal article
Source: Mathematics of Computation; v. 87, n. 311, p. 1307-1326, MAY 2018.
Web of Science Citations: 1
Abstract

Inexact Restoration is a well established technique for continuous minimization problems with constraints. Recently, it has been used by Krejic and Martinez for optimization of functions whose evaluation is necessarily inexact and comes from an iterative process. This technique will be generalized in the present paper and it will be applied to stochastic optimization and related problems. New convergence results will be given and numerical results will be presented. (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: 14/18711-3 - Mathematical modelling systems and decisions
Grantee:José Mário Martinez Perez
Support Opportunities: Research Grants - Visiting Researcher Grant - International
FAPESP's process: 13/05475-7 - Computational methods in optimization
Grantee:Sandra Augusta Santos
Support Opportunities: Research Projects - Thematic Grants
FAPESP's process: 10/10133-0 - Cutting, packing, lot-sizing and scheduling problems and their integration in industrial and logistics settings
Grantee:Reinaldo Morabito Neto
Support Opportunities: Research Projects - Thematic Grants
FAPESP's process: 13/03447-6 - Combinatorial structures, optimization, and algorithms in theoretical Computer Science
Grantee:Carlos Eduardo Ferreira
Support Opportunities: Research Projects - Thematic Grants