Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/5415
Título: | A primal-dual interior-point algorithm for nonlinear least squares constrained problems |
Autor(es): | Costa, M. Fernanda P. Fernandes, Edite Manuela da G. P. |
Palavras-chave: | Least squares Factorized quasi-newton methods Primal-dual interior-point method |
Data: | 2005 |
Editora: | Sociedad Española de Estadística e Investigación Operativa |
Citação: | "Sociedad de estadística e investigación operativa". 13:1 (2005) 145-166. |
Resumo(s): | This paper extends prior work by the authors on solving nonlinear least squares unconstrained problems using a factorized quasi-Newton technique. With this aim we use a primal-dual interior-point algorithm for nonconvex nonlinear program- ming. The factorized quasi-Newton technique is now applied to the Hessian of the Lagrangian function for the transformed problem which is based on a logarithmic barrier formulation. We emphasize the importance of establishing and maintain- ing symmetric quasi-definiteness of the reduced KKT system. The algorithm then tries to choose a step size that reduces a merit function, and to select a penalty parameter that ensures descent directions along the iterative process. Computa- tional results are included for a variety of least squares constrained problems and preliminary numerical testing indicates that the algorithm is robust and efficient in practice. |
Tipo: | Artigo |
URI: | https://hdl.handle.net/1822/5415 |
Arbitragem científica: | yes |
Acesso: | Acesso aberto |
Aparece nas coleções: | CMAT - Artigos em revistas com arbitragem / Papers in peer review journals LES/ALG - Artigos em revistas científicas internacionais com arbitragem |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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TOP0122M.pdf | 278,77 kB | Adobe PDF | Ver/Abrir |