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Type: Artigo de periódico
Title: A Flexible Inexact-restoration Method For Constrained Optimization
Author: Bueno
L. F.; Haeser
G.; Martinez
J. M.
Abstract: We introduce a new flexible inexact-restoration algorithm for constrained optimization problems. In inexact-restoration methods, each iteration has two phases. The first phase aims at improving feasibility and the second phase aims to minimize a suitable objective function. In the second phase, we also impose bounded deterioration of the feasibility, obtained in the first phase. Here, we combine the basic ideas of the Fischer-Friedlander approach for inexact-restoration with the use of approximations of the Lagrange multipliers. We present a new option to obtain a range of search directions in the optimization phase, and we employ the sharp Lagrangian as merit function. Furthermore, we introduce a flexible way to handle sufficient decrease requirements and an efficient way to deal with the penalty parameter. Global convergence of the new inexact-restoration method to KKT points is proved under weak constraint qualifications.
Subject: Spectral Projected Gradient
Modified Subgradient Algorithm
Linear-dependence Condition
Local Convergence
Merit Function
Country: NEW YORK
Rights: fechado
Identifier DOI: 10.1007/s10957-014-0572-0
Date Issue: 2015
Appears in Collections:Unicamp - Artigos e Outros Documentos

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