Estudo do Desempenho de Variações do Método de Cauchy para Minimização Irrestrita
DOI:
https://doi.org/10.5540/tema.2005.06.01.0141Abstract
No contexto de métodos para minimização irrestrita, são apresentadas uma nova proposta de direção e novas escolhas para o tamanho de passo no algoritmo de máxima descida. Estas propostas foram inspiradas nos trabalhos de Barzilai e Borwein (1988), Raydan e Svaiter (2002) e Dai, Yuan e Yuan (2002). Para a comparação entre os novos métodos e os clássicos, foram realizados testes com problemas quadráticos e de quadrados mínimos não lineares. A análise comparativa dos resultados foi feita pela técnica sugerida por Dolan e Moré (2002).References
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S.A. Santos e L.O. Xavier, “Estudo do Desempenho de Métodos para Minimização Irrestrita com Controle de Passo”, Relatório de Pesquisa RP18/04, IMECC, Unicamp, Campinas, SP, abril 2004. Disponível em http://www.ime.unicamp.br/rel_pesq/2004/rp18-04.html.
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