| Full text | |
| Author(s): |
Birgin, Ernesto G.
[1]
;
Castelani, Emerson V.
[2]
;
Martinez, Andre L. M.
[2]
;
Martinez, J. M.
[2]
Total Authors: 4
|
| Affiliation: | [1] Univ Sao Paulo, Dept Comp Sci, IME USP, BR-05508090 Sao Paulo - Brazil
[2] Univ Estadual Campinas, IMECC UNICAMP, Dept Appl Math, BR-13081970 Campinas, SP - Brazil
Total Affiliations: 2
|
| Document type: | Journal article |
| Source: | JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS; v. 150, n. 1, p. 142-155, JUL 2011. |
| Web of Science Citations: | 8 |
| Abstract | |
Given an algorithm A for solving some mathematical problem based on the iterative solution of simpler subproblems, an outer trust-region (OTR) modification of A is the result of adding a trust-region constraint to each subproblem. The trust-region size is adaptively updated according to the behavior of crucial variables. The new subproblems should not be more complex than the original ones, and the convergence properties of the OTR algorithm should be the same as those of Algorithm A. In the present work, the OTR approach is exploited in connection with the ``greediness phenomenon{''} of nonlinear programming. Convergence results for an OTR version of an augmented Lagrangian method for nonconvex constrained optimization are proved, and numerical experiments are presented. (AU) | |
| FAPESP's process: | 06/53768-0 - Computational methods of optimization |
| Grantee: | José Mário Martinez Perez |
| Support Opportunities: | Research Projects - Thematic Grants |