Inexact restoration for minimization with inexact evaluation both of the objective function and the constraints
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- by L. F. Bueno, F. Larreal and J. M. Martínez
- Math. Comp. 93 (2024), 293-326
- DOI: https://doi.org/10.1090/mcom/3855
- Published electronically: May 11, 2023
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Abstract:
In a recent paper an Inexact Restoration method for solving continuous constrained optimization problems was analyzed from the point of view of worst-case functional complexity and convergence. On the other hand, the Inexact Restoration methodology was employed, in a different research, to handle minimization problems with inexact evaluation and simple constraints. These two methodologies are combined in the present report, for constrained minimization problems in which both the objective function and the constraints, as well as their derivatives, are subject to evaluation errors. Together with a complete description of the method, complexity and convergence results will be proved.References
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Bibliographic Information
- L. F. Bueno
- Affiliation: Institute of Science and Technology, Federal University of São Paulo, São José dos Campos SP, Brazil
- MR Author ID: 1024893
- ORCID: 0000-0002-8820-6606
- Email: lfelipebueno@gmail.com
- F. Larreal
- Affiliation: Department of Applied Mathematics, Institute of Mathematics, Statistics, and Scientific Computing (IMECC), State University of Campinas, 13083-859 Campinas SP, Brazil
- ORCID: 0009-0003-1651-9026
- Email: francislarreal@gmail.com
- J. M. Martínez
- Affiliation: Department of Applied Mathematics, Institute of Mathematics, Statistics, and Scientific Computing (IMECC), State University of Campinas, 13083-859 Campinas SP, Brazil
- MR Author ID: 120570
- ORCID: 0000-0003-3331-368X
- Email: martinez@ime.unicamp.br
- Received by editor(s): January 4, 2022
- Received by editor(s) in revised form: February 4, 2023
- Published electronically: May 11, 2023
- Additional Notes: This work was supported by FAPESP (grants 2013/07375-0, 2018/24293-0 and 2021/14011-0), CAPES and CNPq.
- © Copyright 2023 American Mathematical Society
- Journal: Math. Comp. 93 (2024), 293-326
- MSC (2020): Primary 90C30, 65K05, 49M37, 90C60, 68Q25
- DOI: https://doi.org/10.1090/mcom/3855