New advances in inexact restoration methods to cover new applications
A study on sequential optimality conditions for nonlinear conic programming with a...
Models and algorithms for nonlinear mixed integer problems (MINLP)
Full text | |
Author(s): |
Total Authors: 2
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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
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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 |