Data/hora: 20/06/2024 11:09:49

Biblioteca(s): | Embrapa Unidades Centrais.
Data corrente: | 25/09/1997
Data da última atualização: | 31/08/2007
Autoria: | PEDROSO, M.
Afiliação: | CNPTIA.
Título: | Hybrid ellipsoid-sequential quadratic programming algorithms.
Ano de publicação: | 1985
Fonte/Imprenta: | 1985.
Páginas: | 230p.
Idioma: | Inglês
Notas: | Tese  (Doutorado) -  Rensselaer, New York Rensselaer Polytechnic Institute.
Conteúdo: | This thesis presents hybrid algorithms for solving constrained nonlinear programming problems. These hybrid methods are obtained by combining variants of the ellipsoid algorithm with variants of the sequential quadratic programming method. The first hybrid method is a two-phases method. In the first phase, the ellipsoid algorithm is used until the active set of problem has been identified. In the second phase, a version of the sequential quadratic programming method is used. The active set identification procedure is based on the frequency of the constraint usage during the iterations of the ellipsoid algorithm. The second hybrid method is a version of the sequential quadratic programming method that invokes the ellipsoid algorithm when the iterations cannotbe completed. Both versions are evaluated by solving a set of 20 widely known test problems, and they prove to perform well. There is also a computational comparison of two efficiente subroutines for solving quadratic programming problems and four implementations of the sequential quadratic programming method. The results obtained indicate that even the simplest implementation of the sequential quadratic programming method with no line search perform competitively with much more sophisticated implementations.
Palavras-Chave: | Algoritmo; Computer; Estatística matemática; Mathematical statistics; Nonlinear programming; Programação; Programação não linear; Programming.
Thesagro: | Computador.
Thesaurus Nal: | algorithms.
Categoria do assunto: | --
Registro original: | Embrapa Unidades Centrais (AI-SEDE)
Exemplares: | AI-SEDE - (7606-1) - UPC - TS - PP - 85/008 - PED - 1985.00008 - DIS