Convergence, optimality conditions and properties on algorithms for non-linear programming problems

• Grant number: 09/00865-6
• Support Opportunities: Scholarships in Brazil - Doctorate
• Start date: May 01, 2009
• End date: April 30, 2012
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: José Mário Martinez Perez
• Grantee: Leandro da Fonseca Prudente
• 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

Abstract

The object of the non-linear programming is the problem of minimizing a continuous function with restrictions given by equations and inequalities in general nonlinear. The theory of convergence of many popular and efficient algorithms can be considered incomplete. In this paper we propose the formulation and resolution of specific questions related to these algorithms. (AU)

Academic Publications

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

PRUDENTE, Leandro da Fonseca. Infeasibility in augmented lagrangian methods. 2012. Doctoral Thesis - Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica Campinas, SP.