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High performance solver for structured optimization problems

Grant number: 96/02341-2
Support Opportunities:Research Grants - Research Partnership for Technological Innovation - PITE
Start date: October 01, 1996
End date: May 31, 1999
Field of knowledge:Physical Sciences and Mathematics - Mathematics - Applied Mathematics
Principal Investigator:Julio Michael Stern
Grantee:Julio Michael Stern
Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
Company: Unisoma Matemática Ltda
City: São Paulo

Abstract

The present research project had the objective of developing Mathematical Programming solvers especially adapted for the optimization of RBAF - Row Block Angular Form and NRBAF - Nested Row Block Angular Form. The project adapted and implemented the structural method developed by the researcher responsible for it as part of his thesis for a doctorate at Cornell University. This method is presented in the article “J.M. Stern and S.A. Vavasis, Active Set Methods for Problems in Column Block Angular Form, Com.Appl.Math”, v. 12, p. 199-226, 1994. The solvers were to replace commercial solvers (OSL-IBM) in the MultiFor and DyFor computer programs (software) in UniSoma. This software with an industrial application solves optimization problems of multiple mixtures, with an RBAF structure, and multiperiod optimization problems, with an NRBAF structure. (AU)

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