Artigo
A Flexible Inexact-Restoration Method for Constrained Optimization
Fecha
2015-04-01Registro en:
Journal of Optimization Theory and Applications. New York: Springer/plenum Publishers, v. 165, n. 1, p. 188-208, 2015.
0022-3239
10.1007/s10957-014-0572-0
WOS:000352114400009
Autor
Bueno, L. F. [UNIFESP]
Haeser, G.
Martinez, J. M.
Institución
Resumen
We introduce a new flexible inexact-restoration algorithm for constrained optimization problems. in inexact-restoration methods, each iteration has two phases. the first phase aims at improving feasibility and the second phase aims to minimize a suitable objective function. in the second phase, we also impose bounded deterioration of the feasibility, obtained in the first phase. Here, we combine the basic ideas of the Fischer-Friedlander approach for inexact-restoration with the use of approximations of the Lagrange multipliers. We present a new option to obtain a range of search directions in the optimization phase, and we employ the sharp Lagrangian as merit function. Furthermore, we introduce a flexible way to handle sufficient decrease requirements and an efficient way to deal with the penalty parameter. Global convergence of the new inexact-restoration method to KKT points is proved under weak constraint qualifications.