| Texto completo | |
| Autor(es): |
Haeser, Gabriel
[1]
Número total de Autores: 1
|
| Afiliação do(s) autor(es): | [1] Univ Estadual Campinas, Inst Math Stat & Sci Comp, Dept Appl Math, Campinas, SP - Brazil
Número total de Afiliações: 1
|
| Tipo de documento: | Artigo Científico |
| Fonte: | COMPUTATIONAL & APPLIED MATHEMATICS; v. 29, n. 2, p. 125-138, 2010. |
| Citações Web of Science: | 5 |
| Resumo | |
Caratheodory's lemma states that if we have a linear combination of vectors in R(n), we can rewrite this combination using a linearly independent subset. This lemma has been successfully applied in nonlinear optimization in many contexts. In this work we present a new version of this celebrated result, in which we obtained new bounds for the size of the coefficients in the linear combination and we provide examples where these bounds are useful. We show how these new bounds can be used to prove that the internal penalty method converges to KKT points, and we prove that the hypothesis to obtain this result cannot be weakened. The new bounds also provides us some new results of convergence for the quasi feasible interior point l(2)-penalty method of Chen and Goldfarb {[}7]. (AU) | |
| Processo FAPESP: | 05/02163-8 - Convergência de algoritmos de otimização, condições de otimalidade e qualificação de restrições |
| Beneficiário: | Gabriel Haeser |
| Modalidade de apoio: | Bolsas no Brasil - Doutorado |