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

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Autor(es):
Bueno, L. F. ; Larreal, F. ; Martinez, J. M.
Número total de Autores: 3
Tipo de documento: Artigo Científico
Fonte: Mathematics of Computation; v. N/A, p. 34-pg., 2023-05-11.
Resumo

. 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)

Processo FAPESP: 18/24293-0 - Métodos computacionais de otimização
Beneficiário:Sandra Augusta Santos
Modalidade de apoio: Auxílio à Pesquisa - Temático
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: 21/14011-0 - Novos avanços em métodos de restauração inexata para cobrir novas aplicações
Beneficiário:Luis Felipe Cesar da Rocha Bueno
Modalidade de apoio: Auxílio à Pesquisa - Regular