| Grant number: | 17/12187-9 |
| Support type: | Scholarships in Brazil - Doctorate |
| Effective date (Start): | March 01, 2018 |
| Effective date (End): | February 28, 2021 |
| Field of knowledge: | Physical Sciences and Mathematics - Mathematics |
| Principal Investigator: | Gabriel Haeser |
| Grantee: | Thiago Parente da Silveira |
| Home Institution: | Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil |
| Associated research grant: | 13/05475-7 - Computational methods in optimization, AP.TEM |
Abstract This project deals with the general nonlinear optimization problem in euclidean space with twice continuously differentiable function. Relating to second-order necessary optimality condition, there is a gap between conditions that can be proved (theoretical) and conditions that can be attained by an iterative algorithm (practical), in the sense that the theoretical ones are at the present time much stronger than the practical ones. The goal of this project is to reduce this gap, developing a practical second-order algorithm with better properties with respect to optimality. The relevance of this work is given by the practical need to develop algorithms that not only generate first-order stationary points, but also, that provide better guaranties of optimality. (AU) | |