A continuous optimization method with stopping criterion based on a new sequential optimality condition

• Grant number: 19/18859-4
• Support Opportunities: Scholarships in Brazil - Doctorate (Direct)
• Start date: September 01, 2019
• End date: February 28, 2023
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: Sandra Augusta Santos
• Grantee: Renan Willian Prado
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Associated research grant: 18/24293-0 - Computational methods in optimization, AP.TEM

Abstract

Aiming the solution of smooth constrained optimization problems, this project has the goal of developing a globally convergent algorithm, inspired by augmented Lagrangian techniques, and based on a recently proposed sequential optimality condition for nonsmooth optimization problems. Numerical experiments will follow the theoretical analysis. (AU)

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)

PRADO, RENAN W.; SANTOS, SANDRA A.; SIMOES, LUCAS E. A.. On the Fulfillment of the Complementary Approximate Karush-Kuhn-Tucker Conditions and Algorithmic Applications. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, v. 197, n. 2, p. 32-pg., 2023-03-13. (18/24293-0, 13/07375-0, 16/22989-2, 19/18859-4)

PRADO, RENAN W.; SANTOS, SANDRA A.; SIMOES, LUCAS E. A.. On the convergence analysis of a penalty algorithm for nonsmooth optimization and its performance for solving hard-sphere problems. NUMERICAL ALGORITHMS, v. N/A, p. 25-pg., 2022-03-30. (18/24293-0, 13/07375-0, 19/18859-4, 16/22989-2)

Academic Publications

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

PRADO, Renan Willian. On sequential optimality conditions associated with the safeguarded augmented Lagrangian algorithmic scheme. 2023. Doctoral Thesis - Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica Campinas, SP.