Second-order negative-curvature methods for box-constrained and general constrained optimization
R. Andreani, E.G. Birgin, J. M. Martínez, M. L. Schuverdt
ARTIGO
Inglês
A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is...
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A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited
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CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO - CNPQ
FUNDAÇÃO CARLOS CHAGAS FILHO DE AMPARO À PESQUISA DO ESTADO DO RIO DE JANEIRO - FAPERJ
E-26/171.510/2006—APQ1
FUNDAÇÃO DE AMPARO À PESQUISA DO ESTADO DE SÃO PAULO - FAPESP
2006/53768-0; 2005/57684-2
Fechado
Second-order negative-curvature methods for box-constrained and general constrained optimization
R. Andreani, E.G. Birgin, J. M. Martínez, M. L. Schuverdt
Second-order negative-curvature methods for box-constrained and general constrained optimization
R. Andreani, E.G. Birgin, J. M. Martínez, M. L. Schuverdt
Fontes
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Computational optimization and applications (Fonte avulsa) |