Exterior point methods with adaptation of admissible set approximation for constrained optimization problems
- Authors: Andrianova A.A.1
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Affiliations:
- Department of System Analysis and Information Technologies
- Issue: Vol 37, No 4 (2016)
- Pages: 381-386
- Section: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/197976
- DOI: https://doi.org/10.1134/S1995080216040028
- ID: 197976
Cite item
Abstract
In this paper we consider one approach implemented for solving constrained optimization problems with a given accuracy based on the use of approximation of the admissible set. This approach is applicable to the suquential unconstrained minimization methods, but can be adapted to other optimization methods. At each iteration of the algorithm, designed on this approach, the admissible set of the problem is replaced by its approximation. As a result of the adaptation parameters of approximation in finitely many iterations used approximation becomes satisfactory that guarantees the given accuracy of solution for the initial optimization problem.
About the authors
A. A. Andrianova
Department of System Analysis and Information Technologies
Author for correspondence.
Email: Anastasiya.Andrianova@kpfu.ru
Russian Federation, Kremlevskaya ul. 18, Kazan, Tatarstan, 420008