Second-order optimality conditions for nonlinear conic programming

• Grant number: 19/24360-2
• Support Opportunities: Scholarships abroad - Research Internship - Doctorate
• Start date: October 04, 2020
• End date: October 03, 2021
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: Gabriel Haeser
• Grantee: Leonardo Makoto Mito
• Supervisor: Ellen Hidemi Fukuda
• Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
• Institution abroad: Kyoto University, Japan
• Associated to the scholarship: 17/17840-2 - Error estimation in nonlinear optimization, BP.DR

Abstract

In this BEPE proposal, we intend to study second-order necessary conditions (SONCs) for nonlinear semidefinite and second-order cone programming and the second-order constraint qualifications associated to them. We hope to stablish new sequential optimality conditions and use them to improve some existing results on SONCs for both the mentioned problems, inspired by recent advances in nonlinear programming. (AU)