Um algoritmo de busca linear para otimiza????o irrestrita

Autor: Silva, Daniele Alencar Fabr??cio da
Přispěvatelé: Silva, Roberto Crist??v??o Mesquita, Bitar, Sandro Dimy Barbosa, Oliveira, Paulo Roberto
Jazyk: portugalština
Rok vydání: 2016
Předmět:
Zdroj: Biblioteca Digital de Teses e Dissertações da UFAM
Universidade Federal do Amazonas (UFAM)
instacron:UFAM
Popis: Submitted by Divis??o de Documenta????o/BC Biblioteca Central (ddbc@ufam.edu.br) on 2018-03-02T15:54:49Z No. of bitstreams: 2 license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Disserta????o_Daniele A. F. Silva.pdf: 1378175 bytes, checksum: 8dfe0d31351466e795bb26e262eb8780 (MD5) Approved for entry into archive by Divis??o de Documenta????o/BC Biblioteca Central (ddbc@ufam.edu.br) on 2018-03-02T15:55:00Z (GMT) No. of bitstreams: 2 license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Disserta????o_Daniele A. F. Silva.pdf: 1378175 bytes, checksum: 8dfe0d31351466e795bb26e262eb8780 (MD5) Made available in DSpace on 2018-03-02T15:55:00Z (GMT). No. of bitstreams: 2 license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Disserta????o_Daniele A. F. Silva.pdf: 1378175 bytes, checksum: 8dfe0d31351466e795bb26e262eb8780 (MD5) Previous issue date: 2016-11-04 CAPES - Coordena????o de Aperfei??oamento de Pessoal de N??vel Superior This work presents a linear search algorithm for unconstrained optimization problems proposed by Gonglin Yuan, Sha Lu Wei and Zengxi [1], called here by Algorithm GSZ. This algorithm is designed from the perspective of inheriting the simplicity and low computational cost of the conjugate gradient method. n this context, a detailed proof of the global convergence analysis for functions not necessarily convex is presented. We also emphasize the achievement of the linear convergence rate for the case where the function is strongly Convex. Neste trabalho apresentamos um algoritmo de busca linear para problemas de otimiza????o irrestrita proposto por Gonglin Yuan, Sha Lu e Zengxi Wei [1], denominado aqui por Algoritmo GSZ. Este algoritimo ?? concebido sob a perspectiva de herdar a simplicidade e o baixo custo computacional do m??todo do gradiente conjugado. Neste contexto, uma prova detalhada da an??lise de converg??ncia global para fun????es n??o necessariamente convexas ?? apresentada. Ressaltamos ainda a obten????o da taxa de converg??ncia linear para o caso em que a fun????o ?? fortemente convexa.
Databáze: OpenAIRE
Externí odkaz: