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...
Autor principal: | |
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Outros Autores: | , |
Formato: | article |
Idioma: | eng |
Publicado em: |
2011
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Assuntos: | |
Texto completo: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022011000100008 |
País: | Brasil |
Oai: | oai:scielo:S1807-03022011000100008 |