Properties of algorithms for constrained optimization

• Grant number: 24/22723-9
• Support Opportunities: Scholarships in Brazil - Post-Doctoral
• Start date: April 01, 2025
• End date: March 31, 2027
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: José Mário Martinez Perez
• Grantee: Thiago Parente da Silveira
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Associated research grant: 23/08706-1 - Numerical optimization, AP.TEM

Abstract

It is well-known that some optimization algorithms may not generate AKKT sequences, as shown for the Newton method in [Math. Program. 160:547-555, 2016]. In some cases, instead of applying the pure Newton method, using the scaled method can solve this problem. In this project, we will investigate other optimization methods that enjoy the property of converging to feasible points that also satisfy the AKKT condition, without the need to scale the algorithm.