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)

Scientific publications

(The scientific publications listed on this page originate from the Web of Science or SciELO databases. Their authors have cited FAPESP grant or fellowship project numbers awarded to Principal Investigators or Fellowship Recipients, whether or not they are among the authors. This information is collected automatically and retrieved directly from those bibliometric databases.)

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., 2022-06-27. (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., 2023-03-23. (17/12187-9, 18/24293-0, 20/00130-5, 13/07375-0, 17/18308-2, 17/17840-2)

FISCHERT, ANDREAS; HAESER, GABRIEL; SILVEIRA, THIAGO P.. ON ACHIEVING STRONG NECESSARY SECOND-ORDER PROPERTIES IN NONLINEAR PROGRAMMING. Pacific Journal of Optimization, v. 20, n. 4, p. 15-pg., 2024-01-01. (20/00130-5, 17/12187-9, 18/24293-0)