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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 COMPLEXITY OF AN INEXACT RESTORATION METHOD FOR CONSTRAINED OPTIMIZATION

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Author(s):
Bueno, Luis Felipe [1] ; Martinez, Jose Mario [2]
Total Authors: 2
Affiliation:
[1] Univ Fed Sao Paulo, Inst Sci & Technol, Sao Jose Dos Campos, SP - Brazil
[2] Univ Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp, Campinas, SP - Brazil
Total Affiliations: 2
Document type: Journal article
Source: SIAM JOURNAL ON OPTIMIZATION; v. 30, n. 1, p. 80-101, 2020.
Web of Science Citations: 1
Abstract

Recent papers indicate that some algorithms for constrained optimization may exhibit worst-case complexity bounds that are very similar to those of unconstrained optimization algorithms. A natural question is whether well-established practical algorithms, perhaps with small variations, may enjoy analogous complexity results. In the present paper we show that the answer is positive with respect to inexact restoration algorithms in which first-order approximations are employed for defining the subproblems. (AU)

FAPESP's process: 15/02528-8 - Newton-type methods for linear and nonlinear optimization
Grantee:Luis Felipe Cesar da Rocha Bueno
Support Opportunities: Regular Research Grants
FAPESP's process: 18/24293-0 - Computational methods in optimization
Grantee:Sandra Augusta Santos
Support Opportunities: Research Projects - Thematic Grants