Result: Outer Trust-Region Method for Constrained Optimization

Title:
Outer Trust-Region Method for Constrained Optimization
Authors:
BIRGIN, Ernesto G, CASTELANI, Emerson V, MARTINEZ, André L. M, MARTINEZ, J. M
Source:
Journal of optimization theory and applications. 150(1):142-155
Publisher Information:
New York, NY: Springer, 2011.
Publication Year:
2011
Physical Description:
print, 12 ref
Original Material:
INIST-CNRS
Subject Terms:
Control theory, operational research, Automatique, recherche opérationnelle, Computer science, Informatique, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse mathématique, Mathematical analysis, Calcul des variations et contrôle optimal, Calculus of variations and optimal control, Sciences appliquees, Applied sciences, Recherche operationnelle. Gestion, Operational research. Management science, Recherche opérationnelle et modèles formalisés de gestion, Operational research and scientific management, Programmation mathématique, Mathematical programming, Lagrangien augmenté, Augmented Lagrangian, Lagrangiano aumentado, Méthode Lagrange, Lagrangian method, Método Lagrange, Méthode itérative, Iterative method, Método iterativo, Optimisation sous contrainte, Constrained optimization, Optimización con restricción, Programmation non convexe, Non convex programming, Programación no convexa, Programmation non linéaire, Non linear programming, Programación no lineal, Résolution problème, Problem solving, Resolución problema, Méthode de la région de confiance, Trust region method, Método de la región de la confianza, Augmented Lagrangian method, Nonlinear programming, Trust regions
Document Type:
Academic journal Article
File Description:
text
Language:
English
Author Affiliations:
Department of Computer Science IME-USP, University of São Paulo, Rua do Matão 1010, Cidade Universitária, 05508-090, São Paulo SP, Brazil
Department of Applied Mathematics, IMECC-UNICAMP, University of Campinas, CP6065, 13081-970 Campinas SP, Brazil
ISSN:
0022-3239
Access URL:
http://pascal-francis.inist.fr/vibad/index.php?action=search&terms=24369764
Rights:
Copyright 2015 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics

Operational research. Management
Accession Number:
edscal.24369764
Database:
PASCAL Archive

Further Information

Given an algorithm A for solving some mathematical problem based on the iterative solution of simpler subproblems, an outer trust-region (OTR) modification of A is the result of adding a trust-region constraint to each subproblem. The trust-region size is adaptively updated according to the behavior of crucial variables. The new subproblems should not be more complex than the original ones, and the convergence properties of the OTR algorithm should be the same as those of Algorithm A. In the present work, the OTR approach is exploited in connection with the greediness phenomenon of nonlinear programming. Convergence results for an OTR version of an augmented Lagrangian method for nonconvex constrained optimization are proved, and numerical experiments are presented.