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INEXACT RESTORATION FOR MINIMIZATION WITH INEXACT EVALUATION BOTH OF THE OBJECTIVE FUNCTION AND THE CONSTRAINTS

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Author(s):
Bueno, L. F. ; Larreal, F. ; Martinez, J. M.
Total Authors: 3
Document type: Journal article
Source: Mathematics of Computation; v. N/A, p. 34-pg., 2023-05-11.
Abstract

. In a recent paper an Inexact Restoration method for solving continuous constrained optimization problems was analyzed from the point of view of worst-case functional complexity and convergence. On the other hand, the Inexact Restoration methodology was employed, in a different research, to handle minimization problems with inexact evaluation and simple constraints. These two methodologies are combined in the present report, for constrained minimization problems in which both the objective function and the constraints, as well as their derivatives, are subject to evaluation errors. Together with a complete description of the method, complexity and convergence results will be proved. (AU)

FAPESP's process: 18/24293-0 - Computational methods in optimization
Grantee:Sandra Augusta Santos
Support Opportunities: Research Projects - Thematic Grants
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: 21/14011-0 - New advances in inexact restoration methods to cover new applications
Grantee:Luis Felipe Cesar da Rocha Bueno
Support Opportunities: Regular Research Grants