Exact penalties for nonlinear optimization and second-order cone programming

• Grant number: 10/20572-0
• Support Opportunities: Scholarships in Brazil - Post-Doctoral
• Start date: April 01, 2011
• End date: September 30, 2013
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: Roberto Andreani
• Grantee: Ellen Hidemi Fukuda
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Associated scholarship(s): 11/23638-5 - Reformulations for nonlinear programming, second-order cone programming and semidefinite programming, BE.EP.PD

Scientific publications

(4)

(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)

FUKUDA, ELLEN H.; SILVA, PAULO J. S.; FUKUSHIMA, MASAO. DIFFERENTIABLE EXACT PENALTY FUNCTIONS FOR NONLINEAR SECOND-ORDER CONE PROGRAMS. SIAM JOURNAL ON OPTIMIZATION, v. 22, n. 4, p. 1607-1633, 2012. (11/23638-5, 10/20572-0)

ANDREANI, ROBERTO; FUKUDA, ELLEN H.; SILVA, PAULO J. S.. A Gauss-Newton Approach for Solving Constrained Optimization Problems Using Differentiable Exact Penalties. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, v. 156, n. 2, p. 417-449, FEB 2013. (06/53768-0, 07/53471-0, 10/20572-0)

ELLEN H. FUKUDA; LUIS MAURICIO GRAÑA DRUMMOND. A SURVEY ON MULTIOBJECTIVE DESCENT METHODS. Pesquisa Operacional, v. 34, n. 3, p. 585-620, 2014-12-00. (10/20572-0)

FUKUDA, ELLEN H.; GRANA DRUMMOND, L. M.. Inexact projected gradient method for vector optimization. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, v. 54, n. 3, p. 473-493, APR 2013. (10/20572-0)