A study on sequential optimality conditions for nonlinear conic programming with a...
Reformulations for nonlinear programming, second-order cone programming and semide...
Numerical methods for Nash equilibrium problems with descent criteria
| Grant number: | 09/09414-7 |
| Support Opportunities: | Scholarships in Brazil - Post-Doctoral |
| Start date: | November 01, 2009 |
| End date: | August 31, 2010 |
| Field of knowledge: | Physical Sciences and Mathematics - Mathematics - Applied Mathematics |
| Principal Investigator: | Paulo José da Silva e Silva |
| Grantee: | Gabriel Haeser |
| Host Institution: | Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil |
Abstract Penalty methods are traditional for solving nonlinear constrained optimization problems. Among others, we point out methods with limited penalty parameter such as augmented lagrangian methods and exact differentiable penalty methods. This project aims to solve some recent open problems in penalty methods such as the search for coercivity criterium to guarantee the exactedness of exact penalties and weaker constraint qualifications for the multiplier estimation. Another related subject, developed at the candidate PhD thesis, are the sequential optimality conditions, related to weak constraint qualifications of constant rank type. (AU) | |
| News published in Agência FAPESP Newsletter about the scholarship: | |
| More itemsLess items | |
| TITULO | |
| Articles published in other media outlets ( ): | |
| More itemsLess items | |
| VEICULO: TITULO (DATA) | |
| VEICULO: TITULO (DATA) | |