Mathematical modelling systems and decisions

• Grant number: 14/18711-3
• Support Opportunities: Research Grants - Visiting Researcher Grant - International
• Start date: February 15, 2015
• End date: April 14, 2015
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: José Mário Martinez Perez
• Grantee: José Mário Martinez Perez
• Visiting researcher: Natasa Krejic
• Visiting researcher institution: University of Novi Sad, Serbia
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Associated research grant: 13/05475-7 - Computational methods in optimization, AP.TEM

Abstract

At every human activity decisions are taken according to models that try to foresee the future. The accuracy of different models is subject to very problem-dependent levels of uncertainty. After the actual ocurrence of some event, the models should be updated. This project deals with criteria and techniques for updating models and their practical consequences. (AU)

Scientific publications

(7)

(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, E. G.; MARTINEZ, J. M.. THE USE OF QUADRATIC REGULARIZATION WITH A CUBIC DESCENT CONDITION FOR UNCONSTRAINED OPTIMIZATION. SIAM JOURNAL ON OPTIMIZATION, v. 27, n. 2, p. 1049-1074, 2017. (13/07375-0, 13/05475-7, 14/18711-3, 13/03447-6)

BIRGIN, E. G.; KREJIC, N.; MARTINEZ, J. M.. ITERATION AND EVALUATION COMPLEXITY FOR THE MINIMIZATION OF FUNCTIONS WHOSE COMPUTATION IS INTRINSICALLY INEXACT. Mathematics of Computation, v. 89, n. 321, p. 253-278, JAN 2020. (13/03447-6, 13/05475-7, 13/07375-0, 14/18711-3, 16/01860-1)

BIRGIN, E. G.; MARTINEZ, J. M.. ON REGULARIZATION AND ACTIVE-SET METHODS WITH COMPLEXITY FOR CONSTRAINED OPTIMIZATION. SIAM JOURNAL ON OPTIMIZATION, v. 28, n. 2, p. 1367-1395, 2018. (14/18711-3, 13/07375-0, 13/03447-6, 13/05475-7)

ARIAS, C. A.; MARTINEZ, J. M.. Fast convergence of an inexact interior point method for horizontal complementarity problems. NUMERICAL ALGORITHMS, v. 79, n. 4, p. 1187-1210, DEC 2018. (13/03447-6, 10/10133-0, 13/05475-7, 13/07375-0, 14/18711-3)

BIRGIN, E. G.; KREJIC, N.; MARTINEZ, J. M.. On the minimization of possibly discontinuous functions by means of pointwise approximations. Optimization Letters, v. 11, n. 8, p. 1623-1637, DEC 2017. (13/03447-6, 10/10133-0, 13/05475-7, 13/07375-0, 14/18711-3)

BIRGIN, ERNESTO G.; LOBATO, RAFAEL D.; MARTINEZ, JOSE MARIO. Constrained optimization with integer and continuous variables using inexact restoration and projected gradients. BULLETIN OF COMPUTATIONAL APPLIED MATHEMATICS, v. 4, n. 2, p. 55-70, JUL-DEC 2016. (13/05475-7, 15/18053-9, 13/07375-0, 13/03447-6, 14/18711-3, 10/10133-0)

BIRGIN, E. G.; KREJIC, N.; MARTINEZ, J. M.. ON THE EMPLOYMENT OF INEXACT RESTORATION FOR THE MINIMIZATION OF FUNCTIONS WHOSE EVALUATION IS SUBJECT TO ERRORS. Mathematics of Computation, v. 87, n. 311, p. 1307-1326, MAY 2018. (13/07375-0, 14/18711-3, 13/05475-7, 10/10133-0, 13/03447-6)