Study and implementation of deterministic methods for global optimization of nonlinear programming problems

• Grant number: 15/18053-9
• Support Opportunities: Scholarships in Brazil - Post-Doctoral
• Start date: December 01, 2015
• End date: November 30, 2018
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: José Mário Martinez Perez
• Grantee: Rafael Durbano Lobato
• 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
• Associated scholarship(s): 17/05198-4 - Advanced nondifferentiable optimization techniques for hard structured optimization problems, BE.EP.PD

Abstract

The present project aims at studying and implementing algorithms for deterministic global optimization of nonlinear programming problems. The research will be focused on problems with continuous second order derivatives and make use of modern techniques of computational differentiation (automatic differentiation). It is also intended to study optimization problems where the functions involved are grey box (i.e., functions that do not have derivatives available, or that do not have analytical expression available, or that come from simulations, or functions whose cost of evaluation is high). The main goal of the project will be the development of a robust and efficient software for global optimization.

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, 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.; LOBATO, R. D.. A matheuristic approach with nonlinear subproblems for large-scale packing of ellipsoids. European Journal of Operational Research, v. 272, n. 2, p. 447-464, JAN 16 2019. (13/07375-0, 17/05198-4, 16/01860-1, 13/05475-7, 15/18053-9, 13/03447-6, 12/23916-8)