Un algoritmo cuasi-newton con aproximaciones consistentes para programacion semi-infinita

• Baracatt, C. Nicolas ^[1] ; Heskovits N., J. ^[2]
  1. [1] Universidad Austral de Chile

     Universidad Austral de Chile

     Valdivia, Chile

     
  2. [2] Universidade Federal do Rio de Janeiro

     Universidade Federal do Rio de Janeiro

     Brasil

     
• Localización: Proyecciones: Journal of Mathematics, ISSN 0716-0917, ISSN-e 0717-6279, Vol. 16, Nº. 2, 1997, págs. 99-124
• Idioma: español
• DOI: 10.22199/S07160917.1997.0002.00002
• Enlaces
  • Texto completo
• Resumen

  • En este artículo desarrollamos un algoritmo cuasi-Newton de puntos interiores para la resolución de problemas semi-infinitos no lineales. Usamos una estrategia de discretización basada en el concepto de aproximaciones consistentes, la cual genera una sucesión de problemas aproximados que convergen Epigráficamente al problema original. Además se construye una función de optimalidad que resulta natural para métodos de Newton y se demuestra que todo punto de acumulación de la sucesión de puntos estacionarios correspondientes a la sucesión de problemas aproximados es un punto estacionario del problema original.El uso de esta técnica de aproximaciones consistentes en conjunción con una estrategia de discretización diagonalizante y de filtrado de restricciones es ilustrada con ejemplos numéricos.

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