{"title":"目标函数和约束条件均不精确的最小化不精确恢复","authors":"L. Bueno, F. Larreal, J. Martínez","doi":"10.1090/mcom/3855","DOIUrl":null,"url":null,"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.","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"140 1","pages":"0"},"PeriodicalIF":2.2000,"publicationDate":"2023-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":"{\"title\":\"Inexact restoration for minimization with inexact evaluation both of the objective function and the constraints\",\"authors\":\"L. Bueno, F. Larreal, J. Martínez\",\"doi\":\"10.1090/mcom/3855\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":18456,\"journal\":{\"name\":\"Mathematics of Computation\",\"volume\":\"140 1\",\"pages\":\"0\"},\"PeriodicalIF\":2.2000,\"publicationDate\":\"2023-05-11\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Mathematics of Computation\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1090/mcom/3855\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematics of Computation","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1090/mcom/3855","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
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.
期刊介绍:
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This journal is devoted to research articles of the highest quality in computational mathematics. Areas covered include numerical analysis, computational discrete mathematics, including number theory, algebra and combinatorics, and related fields such as stochastic numerical methods. Articles must be of significant computational interest and contain original and substantial mathematical analysis or development of computational methodology.