Trust Region Methods
Mostrando 1-8 de 8 artigos, teses e dissertações.
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1. TRUST-REGION-BASED METHODS FOR NONLINEAR PROGRAMMING: RECENT ADVANCES AND PERSPECTIVES
The aim of this text is to highlight recent advances of trust-region-based methods for nonlinear programming and to put them into perspective. An algorithmic framework provides a ground with the main ideas of these methods and the related notation. Specific approaches concerned with handling the trust-region subproblem are recalled, particularly for the larg
Pesqui. Oper.. Publicado em: 2014-12
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2. Solving the dual subproblem of the Method of Moving Asymptotes using a trust-region scheme
An 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 whi
Computational & Applied Mathematics. Publicado em: 2011
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3. Estudo de alguns metodos determinsticos de otimização irrestrita / Study of some deterministic methods for unconstrained optimization
In this work some classical methods of linear search for unconstrained optimization are studied. The main mathematical formulations for the optimization problem are presented. Two strategies, linear search and trust region, for the algorithm to move from one iteration to another are discussed. Furthermore, the main considerations about the choice of step len
Publicado em: 2010
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4. Um metodo do tipo lagrangiano aumentado com região de confiança / On augmented lagrangian methods with trust-region
Ao resolver problemas de programação não linear usando métodos do tipo Lagrangiano Aumentado, um fenômeno chamado voracidade pode ocorrer. Quando este fenômeno ocorre, o método busca pontos muito infactíveis com valor de função objetivo muito pequeno. Tais fatos ocorrem, em geral, na primeiras iterações e então, o parâmetro de penalidade precis
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 17/06/2009
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5. A new algorithm of nonlinear conjugate gradient method with strong convergence
The nonlinear conjugate gradient method is a very useful technique for solving large scale minimization problems and has wide applications in many fields. In this paper, we present a new algorithm of nonlinear conjugate gradient method with strong convergence for unconstrained minimization problems. The new algorithm can generate an adequate trust region rad
Computational & Applied Mathematics. Publicado em: 2008
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6. Fluxo de potÃncia Ãtimo globalmente convergente utilizando mÃtodos de pontos interiores com estratÃgias de regiÃo de confianÃa
O problema de Fluxo de PotÃncia Ãtimo (FPO) vem sendo estudado desde a dÃcada de 1960 e vÃrios mÃtodos de resoluÃÃo sÃo encontrados na literatura. Em particular, os mÃtodos de Pontos-Interiores (PI) vÃm tendo um grande destaque devido a sua robustez e eficiÃncia, alcanÃando convergÃncia com reduzido nÃmero de iteraÃÃes mesmo em problemas com
Publicado em: 2008
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7. Um metodo Newton-Inexato com estrategia hibrida para globalização / A Newton-Inexact algorithm with a hybrid method for globalization
The main objective of this work is to propose a hybrid globalization strategie for inexact-Newton method. Globalization strategies are based on line search or trust region procedures. In this work, we choose a hybrid strategy which involves a cycle of line search and a variation of Powell dogleg trust region. For solving the linear systems we chose the GMRES
Publicado em: 2007
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8. SF 36 health survey questionnaire: I. Reliability in two patient based studies.
OBJECTIVE--To assess the reliability of the SF 36 health survey questionnaire in two patient populations. DESIGN--Postal questionnaire followed up, if necessary, by two reminders at two week intervals. Retest questionnaires were administered postally at two weeks in the first study and at one week in the second study. SETTING--Outpatient clinics and four tra