Order value optimization applied to inverse Nash-Equilibrium

• Grant number: 07/06663-0
• Support Opportunities: Scholarships in Brazil - Doctorate
• Start date: March 01, 2008
• End date: September 30, 2011
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: José Mário Martinez Perez
• Grantee: Luis Felipe Cesar da Rocha Bueno
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Associated research grant: 06/53768-0 - Computational methods of optimization, AP.TEM

Scientific publications

(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.; 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)

BUENO, L. F.; FRIEDLANDER, A.; MARTINEZ, J. M.; SOBRAL, F. N. C.. INEXACT RESTORATION METHOD FOR DERIVATIVE-FREE OPTIMIZATION WITH SMOOTH CONSTRAINTS. SIAM JOURNAL ON OPTIMIZATION, v. 23, n. 2, p. 1189-1213, 2013. (07/06663-0, 06/53768-0, 08/00468-4)

Academic Publications

(References retrieved automatically from State of São Paulo Research Institutions)

BUENO, Luis Felipe Cesar da Rocha. Optimization with LOVO constraints, inexact restoration and the inverse Nash equilibrium. 2011. Doctoral Thesis - Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica Campinas, SP.