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

Grant number: 19/18859-4
Support type:Scholarships in Brazil - Doctorate (Direct)
Effective date (Start): September 01, 2019
Effective date (End): February 28, 2022
Field of knowledge:Physical Sciences and Mathematics - Mathematics
Principal Investigator:Sandra Augusta Santos
Grantee:Renan Willian Prado
Home 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)