9 resultados para UNCONSTRAINED MINIMIZATION

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


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A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited.

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Augmented Lagrangian methods for large-scale optimization usually require efficient algorithms for minimization with box constraints. On the other hand, active-set box-constraint methods employ unconstrained optimization algorithms for minimization inside the faces of the box. Several approaches may be employed for computing internal search directions in the large-scale case. In this paper a minimal-memory quasi-Newton approach with secant preconditioners is proposed, taking into account the structure of Augmented Lagrangians that come from the popular Powell-Hestenes-Rockafellar scheme. A combined algorithm, that uses the quasi-Newton formula or a truncated-Newton procedure, depending on the presence of active constraints in the penalty-Lagrangian function, is also suggested. Numerical experiments using the Cute collection are presented.

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A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the epsilon(k)-global minimization of the Augmented Lagrangian with simple constraints, where epsilon(k) -> epsilon. Global convergence to an epsilon-global minimizer of the original problem is proved. The subproblems are solved using the alpha BB method. Numerical experiments are presented.

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A method for linearly constrained optimization which modifies and generalizes recent box-constraint optimization algorithms is introduced. The new algorithm is based on a relaxed form of Spectral Projected Gradient iterations. Intercalated with these projected steps, internal iterations restricted to faces of the polytope are performed, which enhance the efficiency of the algorithm. Convergence proofs are given and numerical experiments are included and commented. Software supporting this paper is available through the Tango Project web page: http://www.ime.usp.br/similar to egbirgin/tango/.

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The (micro)structural and electrical properties of undoped and Er(3+)-doped BaTi(0.85)Zr(0.15)O(3) ceramics were studied in this work for both nominal Ba(2+) and Ti(4+) substitution formulations. The ceramics were produced from solid-state reaction and sintered at 1400 degrees C for 3 h. For those materials prepared following the donor-type nominal Ba(1-x)Er(x)(Ti(0.85)Zr(0.15))O(3) composition, especially, Er(3+) however showed a preferential substitution for the (Ti,Zr)(4+) lattice sites. This allowed synthesis of a finally acceptor-like, highly resistive Ba(Ti,Zr,Er)O(3-delta)-like system, with a solubility limit below but close to 3 cat.% Er(3+). The overall phase development is discussed in terms of the amphoteric nature of Er(3+), and appears to mainly or, at least, partially also involve a minimization of stress effects from the ion size mismatch between the dopant and host cations. Further results presented here include a comparative analysis of the behavior of the materials` grain size, electrical properties and nature of the ferroelectric-to-paraelectric phase transition upon variation of the formulation and Er(3+) content. (C) 2008 Elsevier Ltd. All rights reserved.

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The properties of complex networks are highly Influenced by border effects frequently found as a consequence of the finite nature of real-world networks as well as network Sampling Therefore, it becomes critical to devise effective means for sound estimation of net work topological and dynamical properties will le avoiding these types of artifacts. In the current work, an algorithm for minimization of border effects is proposed and discussed, and its potential IS Illustrated with respect to two real-world networks. namely bone canals and air transportation (C) 2009 Elsevier B.V. All rights reserved.

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The Ribeira belt in SE Brazil is a Neoproterozoic to Early Palaeozoic orogen, whose architecture and history is not yet fully understood. The depositional age of many of the sedimentary sequences in the Ribeira Belt remains unconstrained, and with debate concerning their depositional environment and tectonic setting. In this paper we present SHRIMP zircon U/Pb age constraints for one such problematic unit in the Ribeira Belt the lporanga Formation - and discuss the significance of this age with regards to the timing of Neoproterozoic glacial events in southeast Brazil. Using a felsic volcanic unit immediately under the lporanga Formation and granite cobbles from breccias in its basal parts a reconnaissance SHRIMP U/Pb zircon maximum depositional age of 580 Ma is assigned for the base of this unit. This age is marginally younger than the 625605 Ma ages for intrusions into the Lajeado and Ribeira subgroups, with which the lporanga Formation is in tectonic contact. This indicates that the Lajeado and Ribeira subgroups are not stratigraphically equivalent to the lporanga Formation, as thought previously by some workers. The maximum depositional age of 580 Ma also places a maximum time constraint on the tectonic juxtaposition of the lporanga Formation with other supracrustal units, and on the greenschist facies metamorphism and isoclinal folding that affected it. The potential glacial origin for the lporanga Formation, if correct, would place it in the late Ediacaran - provisionally equivalent to the Gaskiers glaciation. (c) 2007 International Association for Gondwana Research. Published by Elsevier B.V. All rights reserved.

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A mixed integer continuous nonlinear model and a solution method for the problem of orthogonally packing identical rectangles within an arbitrary convex region are introduced in the present work. The convex region is assumed to be made of an isotropic material in such a way that arbitrary rotations of the items, preserving the orthogonality constraint, are allowed. The solution method is based on a combination of branch and bound and active-set strategies for bound-constrained minimization of smooth functions. Numerical results show the reliability of the presented approach. (C) 2010 Elsevier Ltd. All rights reserved.

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In this note we discuss the convergence of Newton`s method for minimization. We present examples in which the Newton iterates satisfy the Wolfe conditions and the Hessian is positive definite at each step and yet the iterates converge to a non-stationary point. These examples answer a question posed by Fletcher in his 1987 book Practical methods of optimization.