INEXACT RESTORATION APPROACH FOR MINIMIZATION WITH INEXACT EVALUATION OF THE OBJECTIVE FUNCTION

Autor(es)

Krejic, Natasa ^[1] ; Martinez, J. M. ^[2]

Afiliação do(s) autor(es)

^[1] Univ Novi Sad, Fac Sci, Dept Math & Informat, Trg Dositeja Obradovica 4, Novi Sad 21000 - Serbia

^[2] Univ Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp IMECC, BR-13083859 Campinas, SP - Brazil

• Tipo de documento: Artigo Científico
• Fonte: Mathematics of Computation; v. 85, n. 300, p. 1775-1791, JUL 2016.
• Citações Web of Science: 5

Resumo

A new method is introduced for minimizing a function that can be computed only inexactly, with different levels of accuracy. The challenge is to evaluate the (potentially very expensive) objective function with low accuracy as far as this does not interfere with the goal of getting high accuracy minimization at the end. For achieving this goal the problem is reformulated in terms of constrained optimization and handled with an Inexact Restoration technique. Convergence is proved and numerical experiments motivated by Electronic Structure Calculations are presented, which indicate that the new method overcomes current approaches for solving large-scale problems. (AU)

• Processo FAPESP: 13/07375-0 - CeMEAI - Centro de Ciências Matemáticas Aplicadas à Indústria
• Beneficiário: Francisco Louzada Neto
• Modalidade de apoio: Auxílio à Pesquisa - Centros de Pesquisa, Inovação e Difusão - CEPIDs
• Processo FAPESP: 06/53768-0 - Métodos computacionais de otimização
• Beneficiário: José Mário Martinez Perez
• Modalidade de apoio: Auxílio à Pesquisa - Temático