Result: Stopping rules and backward error analysis for bound-constrained optimization
Title:
Stopping rules and backward error analysis for bound-constrained optimization
Authors:
Source:
Numerische Mathematik. 119(1):163-187
Publisher Information:
Heidelberg: Springer, 2011.
Publication Year:
2011
Physical Description:
print, 25 ref
Original Material:
INIST-CNRS
Subject Terms:
Mathematics, Mathématiques, Mechanics acoustics, Mécanique et acoustique, 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, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Analyse de l'erreur, Error analysis, Méthodes numériques en programmation mathématique, optimisation et calcul variationnel, Numerical methods in mathematical programming, optimization and calculus of variations, Optimisation et calcul variationnel numériques, Numerical methods in optimization and calculus of variations, Analyse numérique, Numerical analysis, Análisis numérico, Calcul erreur, Error analysis, Cálculo error, Calcul variationnel, Variational calculus, Cálculo de variaciones, Estimation erreur, Error estimation, Estimación error, Méthode itérative, Iterative method, Método iterativo, Méthode optimisation, Optimization method, Método optimización, Optimisation sous contrainte, Constrained optimization, Optimización con restricción, Programmation mathématique, Mathematical programming, Programación matemática, Solution bornée, Bounded solution, Solución acotada, 49XX, 65Gxx, 65K10, 65Kxx, Analyse erreur
Document Type:
Academic journal
Article
File Description:
text
Language:
English
Author Affiliations:
ENSEEIHT-IRIT, 2, rue Camichel, 31000 Toulouse, France
CERFACS, 42, av. G. Coriolis, 31057 Toulouse, France
Department of Mathematics, FUNDP-University of Namur, 61, rue de Bruxelles, 5000 Namur, Belgium
CERFACS, 42, av. G. Coriolis, 31057 Toulouse, France
Department of Mathematics, FUNDP-University of Namur, 61, rue de Bruxelles, 5000 Namur, Belgium
ISSN:
0029-599X
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
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
Accession Number:
edscal.24443164
Database:
PASCAL Archive
Further Information
Termination criteria for the iterative solution of bound-constrained optimization problems are examined in the light of backward error analysis. It is shown that the problem of determining a suitable perturbation on the problem's data corresponding to the definition of the backward error is analytically solvable under mild assumptions. Moreover, a link between existing termination criteria and this solution is clarified, indicating that some standard measures of criticality may be interpreted in the sense of backward error analysis. The backward error problem is finally considered from the multicriteria optimization point of view and some numerical illustration is provided.