Solving the dual subproblem of the Method of Moving Asymptotes using a trust-region scheme

An alternative strategy to solve the subproblems of the Method of Moving Asymptotes (MMA) is presented, based on a trust-region scheme applied to the dual of the MMA subproblem. At each iteration, the objective function of the dual problem is approximated by a regularized spectral model. A globally...

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Detalhes bibliográficos
Autor principal: Gomes-Ruggiero,Márcia A. (author)
Outros Autores: Sachine,Mael (author), Santos,Sandra A. (author)
Formato: article
Idioma:eng
Publicado em: 2011
Assuntos:
Texto completo:http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022011000100008
País:Brasil
Oai:oai:scielo:S1807-03022011000100008