Theory and software in computational methods for optimization

• Grant number: 09/10241-0
• Support Opportunities: Regular Research Grants
• Start date: December 01, 2009
• End date: November 30, 2011
• Field of knowledge: Physical Sciences and Mathematics - Computer Science - Computational Mathematics
• Principal Investigator: Ernesto Julián Goldberg Birgin
• Grantee: Ernesto Julián Goldberg Birgin
• Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil

Abstract

The goal of this project is to develop computational methods for optimization. We aim to deal with all the aspects related to the development of the optimization methods. we will start developing the theory that gives the theoretical foundation of the methods and their convergence theory. From the practical point of view, we aim to implement specific methods for each one of the tackled problems, including large-scale problems for which ad-hoc data structures may be necessary. Moreover, from the practical point of view, the final goal is to develop free software. (AU)

Scientific publications

(9)

(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)

BIRGIN, ERNESTO G.; GENTIL, JAN M.. Evaluating bound-constrained minimization software. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, v. 53, n. 2, SI, p. 347-373, OCT 2012. (06/03496-3, 06/53768-0, 09/10241-0)

BIRGIN, ERNESTO G.; MARTINEZ, J. M.. Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, v. 51, n. 3, p. 941-965, APR 2012. (06/03496-3, 06/53768-0, 09/10241-0)

ANDRETTA, M.; BIRGIN, E. G.. Deterministic and stochastic global optimization techniques for planar covering with ellipses problems. European Journal of Operational Research, v. 224, n. 1, p. 23-40, JAN 1 2013. (10/18980-3, 10/10133-0, 06/53768-0, 09/10241-0)

BIRGIN, E. G.; BUENO, L. F.; KREJIC, N.; MARTINEZ, J. M.. Low order-value approach for solving VaR-constrained optimization problems. Journal of Global Optimization, v. 51, n. 4, p. 715-742, DEC 2011. (07/06663-0, 09/10241-0, 06/53768-0)

BIRGIN, ERNESTO G.; GENTIL, JAN M.. Evaluating bound-constrained minimization software. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, v. 53, n. 2, p. 27-pg., 2012-10-01. (09/10241-0, 06/53768-0, 06/03496-3)

BIRGIN, ERNESTO G.; RONCONI, DEBORA P.. Heuristic methods for the single machine scheduling problem with different ready times and a common due date. ENGINEERING OPTIMIZATION, v. 44, n. 10, p. 1197-1208, 2012. (10/10133-0, 06/53768-0, 09/10241-0, 06/03496-3)

BIRGIN, E. G.; MARTINEZ, J. M.; PRUDENTE, L. F.. Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming. Journal of Global Optimization, v. 58, n. 2, p. 207-242, FEB 2014. (10/10133-0, 06/53768-0, 09/10241-0)

BIRGIN, ERNESTO G.; BUSTAMANTE, LUIS HENRIQUE; CALLISAYA, HECTOR FLORES; MARTINEZ, JOSE MARIO. Packing circles within ellipses. International Transactions in Operational Research, v. 20, n. 3, p. 365-389, MAY 2013. (10/10133-0, 06/53768-0, 09/10241-0)

ANDRADE, R.; BIRGIN, E. G.. Symmetry-breaking constraints for packing identical rectangles within polyhedra. Optimization Letters, v. 7, n. 2, p. 375-405, FEB 2013. (10/10133-0, 06/53768-0, 09/10241-0, 06/03496-3)