| Texto completo | |
| Autor(es): |
Birgin, Ernesto G.
[1]
;
Castelani, Emerson V.
[2]
;
Martinez, Andre L. M.
[2]
;
Martinez, J. M.
[2]
Número total de Autores: 4
|
| Afiliação do(s) autor(es): | [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
Número total de Afiliações: 2
|
| Tipo de documento: | Artigo Científico |
| Fonte: | JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS; v. 150, n. 1, p. 142-155, JUL 2011. |
| Citações Web of Science: | 8 |
| Resumo | |
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) | |
| Processo FAPESP: | 06/53768-0 - Métodos computacionais de otimização |
| Beneficiário: | José Mário Martinez Perez |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |
| Processo FAPESP: | 05/57684-2 - Lagrangeano aumentado e problemas de equilíbrio |
| Beneficiário: | María Laura Schuverdt |
| Modalidade de apoio: | Bolsas no Brasil - Pós-Doutorado |