| Texto completo | |
| Autor(es): |
Birgin‚ EG
;
Martinez‚ JM
Número total de Autores: 2
|
| Tipo de documento: | Artigo Científico |
| Fonte: | OPTIMIZATION METHODS & SOFTWARE; v. 23, n. 2, p. 177-195, 2008. |
| Resumo | |
Optimization methods that employ the classical Powell-Hestenes-Rockafellar augmented Lagrangian are useful tools for solving nonlinear programming problems. Their reputation decreased in the last 10 years due to the comparative success of interior-point Newtonian algorithms, which are asymptotically faster. In this research, a combination of both approaches is evaluated. The idea is to produce a competitive method, being more robust and efficient than its 'pure' counterparts for critical problems. Moreover, an additional hybrid algorithm is defined, in which the interior-point method is replaced by the Newtonian resolution of a Karush-Kuhn-Tucker (KKT) system identified by the augmented Lagrangian algorithm. The software used in this work is freely available through the Tango Project web page:http://www.ime.usp.br/similar to egbirgin/tango/. (AU) | |
| Processo FAPESP: | 06/53768-0 - Métodos computacionais de otimização |
| Beneficiário: | José Mário Martinez Perez |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |