On the employment of inexact restoration for the minimization of functions whose evaluation is subject to errors | Zendy

E. G. Birgin | Zendy; Nataša Krejić | Zendy; J. M. Martı́nez | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

On the employment of inexact restoration for the minimization of functions whose evaluation is subject to errors

Author(s) -

E. G. Birgin,

Nataša Krejić,

J. M. Martı́nez

Publication year - 2016

Publication title -

mathematics of computation

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.95

H-Index - 103

eISSN - 1088-6842

pISSN - 0025-5718

DOI - 10.1090/mcom/3246

Subject(s) - minification , mathematics , convergence (economics) , mathematical optimization , process (computing) , computer science , economics , economic growth , operating system

Inexact Restoration is a well established technique for continuous minimization problems with constraints. Recently, it has been used by Krejić and Mart́ınez for optimization of functions whose evaluation is necessarily inexact and comes from an iterative process. This technique will be generalized in the present paper and it will be applied to stochastic optimization and related problems. New convergence results will be given and numerical results will be presented.

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research