Artículos de revistas
Inexact Restoration Approach For Minimization With Inexact Evaluation Of The Objective Function
Registro en:
1088-6842
Mathematics Of Computation. AMER MATHEMATICAL SOC, n. 85, n. 300, p. 1775 - 1791.
1088-6842
WOS:000372475200008
10.1090/mcom/3025
Autor
Krejic
N; Martinez
JM
Institución
Resumen
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) A new method is introduced for minimizing a function that can be computed only inexactly, with different levels of accuracy. The challenge is to evaluate the (potentially very expensive) objective function with low accuracy as far as this does not interfere with the goal of getting high accuracy minimization at the end. For achieving this goal the problem is reformulated in terms of constrained optimization and handled with an Inexact Restoration technique. Convergence is proved and numerical experiments motivated by Electronic Structure Calculations are presented, which indicate that the new method overcomes current approaches for solving large-scale problems. 85
1775 1791 Serbian Ministry of Education, Science, and Technological Development [174030] FAPESP (Fundacao de Amparo a Pesquisa do Estado de Sao Paulo under projects CEPID-Cemeai on Industrial Mathematics) [2013/07375-0, PT 2006/53768-0] CNPq [300933-2009-6, 400926-2013-0] Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)