Variações do Método de Máxima Descida em Otimização Irrestrita
DOI:
https://doi.org/10.5540/tema.2005.06.02.0285Abstract
Neste trabalho propomos um novo algoritmo para otimização irrestrita onde a direção resulta de uma combinação linear das direções de máxima descida das duas iterações anteriores e os parâmetros que compõem esta combinação são os passos de Barzilai e Borwein nas versões direta e inversa. Algumas formas de realizar o controle de passo são também propostas e analisadas. Um único algoritmo resultante da nova direção com a melhor opção para controle de passo é testado com algoritmos clássicos para otimização irrestrita na resolução de um conjunto de problemas de quadrados mínimos. A ferramenta empregada no processo de comparação é o perfil de desempenho (performance profile) através da qual comprovamos o bom desempenho do método proposto frente aos demais processos que usam apenas informações de primeira ordem.References
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D. Hanselman e B. Littlefield, “MatLab 6”, Prentice Hall, 2003.
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