Practical algorithms for continuous optimization

• Grant number: 20/07421-5
• Support Opportunities: Regular Research Grants
• Start date: May 01, 2021
• End date: April 30, 2023
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Agreement: Universidad de la Frontera
• Principal Investigator: Gabriel Haeser
• Grantee: Gabriel Haeser
• Principal researcher abroad: Walter Gomez
• Institution abroad: Universidad de La Frontera (UFRO), Chile
• Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
• Associated researchers: Daiana Oliveira dos Santos ; Roberto Andreani

Abstract

This proposal deals with practical algorithms for continuous optimization problems in a very general context known as nonlinear conic programming. This framework encompasses some well-established research fields in continuous optimization, such as nonlinear programming, nonlinear second-order cone programming, and nonlinear semidefinite programming. Each of these fields carry countless applications. Our group is interested in developing new optimality conditions without the need of regularity assumptions in such a way as to provide stronger global convergence results for practical algorithms. We are also interested in the applications of such problems for developing tighter convex relaxations for structured non-convex problems such as quadratically constrained quadratic problems. (AU)

Scientific publications

(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)

ARMIJO, NICOLAS F.; GOMEZ, WALTER; CONCHA, JUAN P.. On the exactness of a simple relaxation for the extended Celis-Dennis-Tapia subproblem. OPTIMIZATION, v. N/A, p. 26-pg., 2022-07-01. (20/07421-5, 19/13096-2)