Solving the dual subproblem of the Method of Moving Asymptotes using a trust-region scheme

dc.creatorGomes-Ruggiero, Márcia A.
dc.creatorSachine, Mael
dc.creatorSantos, Sandra A.
dc.date2011-01-01
dc.date2014-12-23T13:15:29Z
dc.date2015-11-26T11:41:36Z
dc.date2014-12-23T13:15:29Z
dc.date2015-11-26T11:41:36Z
dc.date.accessioned2018-03-28T20:45:15Z
dc.date.available2018-03-28T20:45:15Z
dc.identifierComputational & Applied Mathematics. Sociedade Brasileira de Matemática Aplicada e Computacional, v. 30, n. 1, p. 151-170, 2011.
dc.identifier1807-0302
dc.identifierS1807-03022011000100008
dc.identifier10.1590/S1807-03022011000100008
dc.identifierhttp://dx.doi.org/10.1590/S1807-03022011000100008
dc.identifierhttp://www.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022011000100008
dc.identifierhttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/44551
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/44551
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/44551
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1234836
dc.descriptionAn alternative strategy to solve the subproblems of the Method of Moving Asymptotes (MMA) is presented, based on a trust-region scheme applied to the dual of the MMA subproblem. At each iteration, the objective function of the dual problem is approximated by a regularized spectral model. A globally convergent modification to the MMA is also suggested, in which the conservative condition is relaxed by means of a summable controlled forcing sequence. Another modification to the MMA previously proposed by the authors [Optim. Methods Softw., 25 (2010), pp. 883-893] is recalled to be used in the numerical tests. This modification is based on the spectral parameter for updating the MMA models, so as to improve their quality. The performed numerical experiments confirm the efficiency of the indicated modifications, especially when jointly combined.
dc.description151
dc.description170
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.languageen
dc.publisherSociedade Brasileira de Matemática Aplicada e Computacional
dc.relationComputational & Applied Mathematics
dc.rightsaberto
dc.sourceSciELO
dc.subjectnonlinear programming
dc.subjectMethod of Moving Asymptotes
dc.subjectspectral parameter
dc.subjectglobal convergence
dc.subjectdual problem
dc.titleSolving the dual subproblem of the Method of Moving Asymptotes using a trust-region scheme
dc.typeArtículos de revistas


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