| Grant number: | 17/07265-0 |
| Support Opportunities: | Scholarships abroad - Research Internship - Post-doctor |
| Start date: | September 04, 2017 |
| End date: | January 03, 2018 |
| Field of knowledge: | Physical Sciences and Mathematics - Mathematics - Applied Mathematics |
| Principal Investigator: | Sandra Augusta Santos |
| Grantee: | Lucas Eduardo Azevedo Simões |
| Supervisor: | Michael Overton |
| Host Institution: | Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil |
| Institution abroad: | New York University, United States |
| Associated to the scholarship: | 16/22989-2 - A sampling method for constrained nonsmooth optimization problems, BP.PD |
Abstract In 2005, a method known as Gradient Sampling (GS) was published and, since then, some variants of this algorithm have been developed for solving nonsmooth optimization problems. For constrained optimizationproblems, Curtis and Overton presented in 2012 a new sampling techniquewith guaranteed convergence that uses a penalty function and ideas fromsequential quadratic programming methods.We propose a new sampling method for constrained nonsmooth optimization problems. Our idea rests upon a novel penalty function that,by its flexibility, encompasses handling bilevel nonsmooth optimizationproblems. Therefore, since hierarchical optimization is presented in many real world decision-making processes, we believe that beyond its theoretical contribution, this study has a practical appealing as well. (AU) | |
| News published in Agência FAPESP Newsletter about the scholarship: | |
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