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Optimização / Investigação Operacional
Custódio, Ana Luísa; Universidade Nova de LisboaEditor Convidado: Ana Luísa Custódio João Gouveia, Richard Z. Robinson e Rekha Thomas, "Representações mínimas de polítopos" Teresa Grilo, Fernando Lobo Pereira e Sílvio Gama, "Controlo óptimo de sistemas dinâmicos impulsionados por escoamentos de Couette" Marta Pascoal e Marisa Resende, "Informação imprecisa na forma de conjuntos aproximativos – aplicação à otimização em redes" Susana Fernandes, "Representação...
Incorporating minimum Frobenius norm models in direct search
Custódio, Ana Luísa; Rocha, Humberto; Vicente, Luís NunesThe goal of this paper is to show that the use of minimum Frobenius norm quadratic models can improve the performance of direct-search methods. The approach taken here is to maintain the structure of directional direct-search methods, organized around a search and a poll step, and to use the set of previously evaluated points generated during a direct-search run to build the models. The minimization of the mode...
Using sampling and simplex derivatives in pattern search methods
Custódio, Ana Luísa; Vicente, Luís NunesPattern search methods can be made more efficient if past function evaluations are appropriately reused. In this paper we will introduce a number of ways of reusing previous evaluations of the objective function based on the computation of simplex derivatives (e.g., simplex gradients) to improve the efficiency of a pattern search iteration. At each iteration of a pattern search method, one can attempt to comput...
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