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Master's Dissertation
DOI
10.11606/D.55.2004.tde-18112004-135942
Document
Author
Full name
Daniela Renata Cantane
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Carlos, 2004
Supervisor
Committee
Oliveira, Aurelio Ribeiro Leite de (President)
Andrade Filho, Marinho Gomes de
Campos Filho, Frederico Ferreira
Title in Portuguese
"Métodos de pontos interiores aplicados ao problema de regressão pela norma Lp"
Keywords in Portuguese
métodos de pontos interiores
problema de regressão Lp
programação não linear
Abstract in Portuguese
Neste trabalho a família de métodos de pontos interiores barreira logarítmica é desenvolvida para o problema de regressão pela norma Lp e a estrutura matricial resultante é explorada objetivando uma implementação eficiente. Apresentamos alguns conceitos sobre métodos de pontos interiores necessários para o desenvolvimento do método e descrevemos um método de convergência quadrática previamente conhecido. Uma implementação em Matlab dos métodos de pontos interiores desenvolvidos é comparada com uma implementação do método quadrático existente, obtendo desempenho computacional superior.
Keywords in English
interior point methods
Lp regression problems
nonlinear programming
Abstract in English
In this work the family of logarithmic barrier interior point methods is developed for the norm Lp fitting problem and the resultant matrix structure is exploited in order to have an efficient implementation. We introduce some concepts about interior point methods necessary for the development of the method and describe a previously known quadratic convergent problem. An implementation in Matlab of the interior point methods developed is compared with an implementation of the known quadratic method obtaining better computational performance.
 
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tese.pdf (409.55 Kbytes)
Publishing Date
2005-01-18
 
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