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dc.contributor.CRUESPUniversidade Estadual de Campinaspt_BR
dc.typeArtigo de periódicopt_BR
dc.titleNEW ALGORITHMS FOR MAXIMIZATION OF CONCAVE FUNCTIONS WITH BOX CONSTRAINTSpt_BR
dc.contributor.authorFRIEDLANDER, Apt_BR
dc.contributor.authorMARTINEZ, JMpt_BR
dc.subjectOPTIMIZATIONpt_BR
dc.subjectBOX CONSTRAINTSpt_BR
dc.subject.wosQuadratic-programming-problemspt_BR
dc.subject.wosOptimization Problemspt_BR
dc.description.abstractThis paper considers the problem of maximizing a differentiable concave function subject to bound constraints and a Lipschitz condition on the gradient, using active set strategies. A general model algorithm for this problem is proposed. The algorithm includes a procedure for deciding when to leave a face of the polytope without having reached a stationary point relative to that face, guaranteing that return to that face excludes a neighborhood of fixed size of the current point. Mild conditions are required to abandon a face, which may possibly never be visited again, and we show that any face may be revisited al most a finite number of times. We show a bound for this quantity. We prove global convergence for this algorithm and we also show that it identifies the correct optimal face in a finite number of iterations, even without any nondegeneracy condition, when we use the "chopped gradient" introduced in [10], as the direction on which we leave any face. We combine the active set strategy proposed with a gradient projection method following the approach of More-Toraldo ([23,24]), in order to accelerate the identification of the correct optimal face.pt
dc.relation.ispartofRairo-recherche Operationnelle-operations Researchpt_BR
dc.relation.ispartofabbreviationRairo-Rech. Oper.-Oper. Res.pt_BR
dc.publisher.cityMontrouge Cedexpt_BR
dc.publisher.countryFrançapt_BR
dc.publisherDunodpt_BR
dc.date.issued1992pt_BR
dc.identifier.citationRairo-recherche Operationnelle-operations Research. Dunod, v. 26, n. 3, n. 209, n. 236, 1992.pt_BR
dc.language.isoenpt_BR
dc.description.volume26pt_BR
dc.description.issuenumber3pt_BR
dc.description.firstpage209pt_BR
dc.description.lastpage236pt_BR
dc.rightsabertopt_BR
dc.sourceWeb of Sciencept_BR
dc.identifier.issn0399-0559pt_BR
dc.identifier.wosidWOS:A1992JL81700001pt_BR
dc.date.available2014-12-16T11:34:21Z
dc.date.available2015-11-26T18:01:00Z-
dc.date.accessioned2014-12-16T11:34:21Z
dc.date.accessioned2015-11-26T18:01:00Z-
dc.description.provenanceMade available in DSpace on 2014-12-16T11:34:21Z (GMT). No. of bitstreams: 1 WOSA1992JL81700001.pdf: 1969657 bytes, checksum: 1f9012b59464090400e0fa665817aaa8 (MD5) Previous issue date: 1992en
dc.description.provenanceMade available in DSpace on 2015-11-26T18:01:00Z (GMT). No. of bitstreams: 2 WOSA1992JL81700001.pdf: 1969657 bytes, checksum: 1f9012b59464090400e0fa665817aaa8 (MD5) WOSA1992JL81700001.pdf.txt: 46039 bytes, checksum: 04bedc121f2a0b65dac300c31c014247 (MD5) Previous issue date: 1992en
dc.identifier.urihttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/65341pt_BR
dc.identifier.urihttp://www.repositorio.unicamp.br/handle/REPOSIP/65341
dc.identifier.urihttp://repositorio.unicamp.br/jspui/handle/REPOSIP/65341-
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