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Penalty methods and optimality conditions

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)

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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; LAURA SCHUVERDT, MARIA; SILVA, PAULO J. S.. A relaxed constant positive linear dependence constraint qualification and applications. MATHEMATICAL PROGRAMMING, v. 135, n. 1-2, p. 255-273, . (06/53768-0, 09/09414-7)
HAESER, GABRIEL; LAURA SCHUVERDT, MARIA. On Approximate KKT Condition and its Extension to Continuous Variational Inequalities. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, v. 149, n. 3, p. 528-539, . (09/09414-7)
ANDREANI, ROBERTO; HAESER, GABRIEL; LAURA SCHUVERDT, MARIA; SILVA, PAULO J. S.. TWO NEW WEAK CONSTRAINT QUALIFICATIONS AND APPLICATIONS. SIAM JOURNAL ON OPTIMIZATION, v. 22, n. 3, p. 1109-1135, . (06/53768-0, 10/19720-5, 09/09414-7)