目标函数和约束条件均不精确的最小化不精确恢复

IF 4.6 Q2 MATERIALS SCIENCE, BIOMATERIALS
L. Bueno, F. Larreal, J. Martínez
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引用次数: 4

摘要

本文从最坏情况下泛函复杂度和收敛性的角度分析了求解连续约束优化问题的非精确恢复方法。另一方面,在不同的研究中,采用不精确恢复方法来处理具有不精确评估和简单约束的最小化问题。本报告将这两种方法结合起来,以解决目标函数和约束及其衍生物都可能产生评价误差的受限最小化问题。并对该方法进行了完整的描述,证明了该方法的复杂性和收敛性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Inexact restoration for minimization with inexact evaluation both of the objective function and the constraints
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.
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来源期刊
ACS Applied Bio Materials
ACS Applied Bio Materials Chemistry-Chemistry (all)
CiteScore
9.40
自引率
2.10%
发文量
464
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