Stabilized Sequential Quadratic Programming and variational inequalities

• Grant number: 08/00062-8
• Support Opportunities: Scholarships in Brazil - Post-Doctoral
• Start date: April 01, 2008
• End date: March 31, 2010
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: José Mário Martinez Perez
• Grantee: Damian Roberto Fernandez Ferreyra
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil

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)

BIRGIN, ERNESTO G.; FERNANDEZ, DAMIAN; MARTINEZ, J. M.. The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems. OPTIMIZATION METHODS & SOFTWARE, v. 27, n. 6, p. 1001-1024, 2012. (06/53768-0, 08/00062-8)

FERNANDEZ, DAMIAN. A quasi-Newton strategy for the sSQP method for variational inequality and optimization problems. MATHEMATICAL PROGRAMMING, v. 137, n. 1-2, p. 199-223, FEB 2013. (08/00062-8)

FERNANDEZ, D.; IZMAILOV, A. F.; SOLODOV, M. V.. SHARP PRIMAL SUPERLINEAR CONVERGENCE RESULTS FOR SOME NEWTONIAN METHODS FOR CONSTRAINED OPTIMIZATION. SIAM JOURNAL ON OPTIMIZATION, v. 20, n. 6, p. 3312-3334, 2010. (08/00062-8)