Please use this identifier to cite or link to this item:
http://repositorio.unicamp.br/jspui/handle/REPOSIP/353390
Type: | Artigo |
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: | Programação não-linear Métodos de restauração inexata Multiplicadores de Lagrange |
Country: | Estados Unidos |
Editor: | Springer |
Rights: | Fechado |
Identifier DOI: | 10.1007/s10957-014-0572-0 |
Address: | https://link.springer.com/article/10.1007/s10957-014-0572-0 |
Date Issue: | 2015 |
Appears in Collections: | IMECC - Artigos e Outros Documentos |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.