ON THE COMPLEXITY OF AN INEXACT RESTORATION METHOD FOR CONSTRAINED OPTIMIZATION

Autor(es)

Bueno, Luis Felipe ^[1] ; Martinez, Jose Mario ^[2]

Afiliação do(s) autor(es)

^[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

• Tipo de documento: Artigo Científico
• Fonte: SIAM JOURNAL ON OPTIMIZATION; v. 30, n. 1, p. 80-101, 2020.
• Citações Web of Science: 1

Resumo

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)

• Processo FAPESP: 15/02528-8 - Métodos do tipo Newton para otimização linear e não linear
• Beneficiário: Luis Felipe Cesar da Rocha Bueno
• Modalidade de apoio: Auxílio à Pesquisa - Regular
• Processo FAPESP: 18/24293-0 - Métodos computacionais de otimização
• Beneficiário: Sandra Augusta Santos
• Modalidade de apoio: Auxílio à Pesquisa - Temático