Siegfried andreas Fischer | technische universitat Dresden - Alemanha

• Grant number: 08/00875-9
• Support Opportunities: Research Grants - Visiting Researcher Grant - International
• Start date: July 25, 2008
• End date: August 29, 2008
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: Ana Friedlander de Martinez Perez
• Grantee: Ana Friedlander de Martinez Perez
• Visiting researcher: Siegfried Andreas Fischer
• Visiting researcher institution: Technische Universität Dresden (TU Dresden), Germany
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil

Abstract

The project aims to consolidate and extend results obtained by the applicant in the theory of inexact restoration methods for bilevel programming problems. The main feature of these problems is that a subset of the variables must solve another optimization problem, parameterized by the remaining variables, called the second level problem. These kind of problems model the situation where hierarchical decision have to be made and arise in many applications. These problems are difficult and we presented in 2007, a method for a quite general class of bilevel programming problems with global convergence results. Prof. Dr. Andras Fischer has done important research on merit functions for complementarity conditions and error bounds for KKT type systems. These issues are deeply related with the convergence thory of inexact restoration methods. We obtain stronger results than the actual ones. This is relevant also from the practical point of view in applications. (AU)