Solving the dual subproblem of the Method of Moving Asymptotes using a trust-region scheme
AUTOR(ES)
Gomes-Ruggiero, Márcia A., Sachine, Mael, Santos, Sandra A.
FONTE
Computational & Applied Mathematics
DATA DE PUBLICAÇÃO
2011
RESUMO
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 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.
Documentos Relacionados
- Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search
- Packing cylinders using trust-region algorithms : a comparative study
- Um metodo do tipo lagrangiano aumentado com região de confiança
- Modificações globalmente convergentes para o método das assíntotas móveis e solução dos subproblemas via regiões de confiança
- Quantitative Urine Culture Method Using a Plastic „Paddle” Containing Dual Media