Penalty methods, optimality conditions, and applications

• Grant number: 12/20339-0
• Support Opportunities: Regular Research Grants
• Start date: March 01, 2013
• End date: February 28, 2015
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: Paulo José da Silva e Silva
• Grantee: Paulo José da Silva e Silva
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil

Abstract

This project presents ideas to advance the state-of-the-art of optimization algorithms based on interior and exterior penalties with emphasis on multiplier methods. From the theoretical point of view weak constraint qualifications are a fundamental tool that opens the path for broader convergence results. Finally we are also interested on applications of optimization, particularly in pattern recognition applied to bioinformatics problems. (AU)

Scientific publications

(6)

(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)

ANDREANI, ROBERTO; MARTINEZ, JOSE MARIO; RAMOS, ALBERTO; SILVA, PAULO J. S.. Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization. MATHEMATICS OF OPERATIONS RESEARCH, v. 43, n. 3, p. 693-717, AUG 2018. (13/07375-0, 13/05475-7, 12/20339-0)

ANDREANI, ROBERTO; BEHLING, ROGER; HAESER, GABRIEL; SILVA, PAULO J. S.. On second-order optimality conditions in nonlinear optimization. OPTIMIZATION METHODS & SOFTWARE, v. 32, n. 1, p. 22-38, FEB 2017. (13/07375-0, 13/05475-7, 12/20339-0, 10/19720-5)

ANDREANI, ROBERTO; HAESER, GABRIEL; RAMOS, ALBERTO; SILVA, PAULO J. S.. A second-order sequential optimality condition associated to the convergence of optimization algorithms. IMA JOURNAL OF NUMERICAL ANALYSIS, v. 37, n. 4, p. 1902-1929, OCT 2017. (13/07375-0, 13/05475-7, 12/20339-0, 10/19720-5)

ANDREANI, ROBERTO; MARTINEZ, JOSE MARIO; RAMOS, ALBERTO; SILVA, PAULO J. S.. A CONE-CONTINUITY CONSTRAINT QUALIFICATION AND ALGORITHMIC CONSEQUENCES. SIAM JOURNAL ON OPTIMIZATION, v. 26, n. 1, p. 96-110, 2016. (13/07375-0, 13/05475-7, 12/20339-0)

ROBERTO ANDREANI; PAULO J.S. SILVA. CONSTANT RANK CONSTRAINT QUALIFICATIONS: A GEOMETRIC INTRODUCTION. Pesquisa Operacional, v. 34, n. 3, p. 481-494, 2014-12-00. (13/05475-7, 13/07375-0, 12/20339-0)

COMINETTI, ROBERTO; MASCARENHAS, WALTER F.; SILVA, PAULO J. S.. A Newton's method for the continuous quadratic knapsack problem. MATHEMATICAL PROGRAMMING COMPUTATION, v. 6, n. 2, p. 19-pg., 2014-06-01. (12/20339-0)