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Second-order optimality conditions for nonlinear programming

Grant number: 20/00130-5
Support Opportunities:Scholarships abroad - Research Internship - Doctorate
Start date: September 01, 2020
End date: August 31, 2021
Field of knowledge:Physical Sciences and Mathematics - Mathematics - Applied Mathematics
Principal Investigator:Gabriel Haeser
Grantee:Thiago Parente da Silveira
Supervisor: Siegfried Andreas Fischer
Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
Institution abroad: Technische Universität Dresden (TU Dresden), Germany  
Associated to the scholarship:17/12187-9 - Second-order algorithms for nonlinear optimization with strong optimality properties, BP.DR

Abstract

In this BEPE proposal for a long-time stay at Technische Universität Dresden, we are interested in studying strong second-order optimality conditions for nonlinear programming and second-order constraint qualifications associated to them. To the best of our knowledge, no algorithm has been shown to converge to a point at which the strong conditions hold. We are interested in approaching this problem using sequential optimality conditions. (AU)

News published in Agência FAPESP Newsletter about the scholarship:
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VEICULO: TITULO (DATA)
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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)
ANDREANI, ROBERTO; HAESER, GABRIEL; MITO, LEONARDO M.; HECTOR RAMIREZ, C.; SILVEIRA, THIAGO P.. Global Convergence of Algorithms Under Constant Rank Conditions for Nonlinear Second-Order Cone Programming. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, v. 195, n. 1, p. 37-pg., . (17/12187-9, 18/24293-0, 13/07375-0, 17/17840-2, 20/00130-5, 17/18308-2)
ANDREANI, ROBERTO; HAESER, GABRIEL; MITO, LEONARDO M.; RAMIREZ, HECTOR; SILVEIRA, THIAGO P.. First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition. MATHEMATICAL PROGRAMMING, v. N/A, p. 41-pg., . (17/12187-9, 18/24293-0, 20/00130-5, 13/07375-0, 17/18308-2, 17/17840-2)