CONTRIBUIÇÃO AO ESTUDO DA PROGRAMAÇÃO D.C.: DIFERENÇA DE DUAS FUNÇÕES CONVEXAS / A CONTRIBUITION TO THE STUDY OF D.C.: DIFFERENCE OF TWO CONVEX FUNCTIONS
AUTOR(ES)
RAIMUNDO JOSE B DE SAMPAIO
DATA DE PUBLICAÇÃO
1990
RESUMO
The work is divided in two parts. The first part is concerned with the relationship between the d.c. optimization problem. In this sence we geralize the TOLAND´s relation (1979): inf { g(x) - h(x) } = inf { h(asteristic)(y) - g (asteristic)(y) }, H H And the GABAY´s relation (1982): inf { g(x) - h(x) } = inf { g lambda (x) - h lambda (x) } H H Where g, h, are l.s.c. convex functions, g(asteristic) and h(asteristic) are their conjugates, H is a real Hilbert space, and g lambda, h lambda, are the inf-convolution of g and h respectively, with the núcleos 8( . ) = (2 lambda)- 1 l l . l l 2 , lambda >0. In the second part we present a new algorithm for dealing with d.c. functions. It is a descent method of proximal kind which takes in consideration the convex properties of the two convex functions separately
ASSUNTO(S)
algoritmos algorithms otimizacao nao linear non-linear optimization
