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Computational methods in optimization

Grant number: 18/24293-0
Support type:Research Projects - Thematic Grants
Duration: April 01, 2019 - March 31, 2024
Field of knowledge:Physical Sciences and Mathematics - Mathematics
Principal Investigator:Sandra Augusta Santos
Grantee:Sandra Augusta Santos
Home Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas, SP, Brazil
Co-Principal Investigators:Ernesto Julián Goldberg Birgin ; Gabriel Haeser ; José Mário Martinez Perez ; Paulo José da Silva e Silva ; Roberto Andreani
Assoc. researchers:Fedor Pisnitchenko ; Francisco de Assis Magalhães Gomes Neto ; Leandro Martinez ; Lucio Tunes dos Santos ; Luis Felipe Cesar da Rocha Bueno ; Maria Aparecida Diniz Ehrhardt ; Thadeu Alves Senne

Abstract

Our group has been active in the Brazilian scientific environment for 40 years, being is sensitive to new trends and modern applications of Optimization. Over the years, this group, funded by successive FAPESP thematic projects, has made significant contributions in areas involving decomposition methods, quasi-Newton methods, sequential quadratic programming, augmented Lagrangian methods, inexact restoration, large scale problems, sequential optimality conditions, derivative-free optimization, algorithmic complexity, image reconstruction and machine learning, among others. The experience accumulated along the years, as well as the incorporation and renewal of the research team, enable us to tackle problems in which the objective function is difficult, impossible to evaluate, or of questionable existence; the number of variables is enormous or unknown, and finally, the uncertainty extends to the constraints. Addressing these problems necessarily requires interdisciplinary approaches and the desired impact is at the same time scientific, economic and social. (AU)