Métodos computacionais de otimização

• Processo: 06/53768-0
• Modalidade de apoio: Auxílio à Pesquisa - Temático
• Data de Início da vigência: 01 de outubro de 2006
• Data de Término da vigência: 30 de setembro de 2011
• Área do conhecimento: Ciências Exatas e da Terra - Matemática - Matemática Aplicada
• Pesquisador responsável: José Mário Martinez Perez
• Beneficiário: José Mário Martinez Perez
• Instituição Sede: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brasil
• Pesquisadores principais: Ana Friedlander de Martinez Perez
• Bolsa(s) vinculada(s): 11/12203-8 - Métodos de Broyden para o problema de viabilidade e suas relações com métodos de restauração inexata, BP.PD; 11/03911-9 - Métodos de otimização de terceira ordem, BP.MS; 09/00576-4 - Controle dinâmico da infactibilidade em minimização com restrições de desigualdade, BP.DD; + mais bolsas vinculadas 09/04785-7 - Differenciação automática de matrizes Hessianas, BP.MS; 09/08027-0 - Otimização global aplicada à tomografia de estados quânticos, BP.DR; 09/00865-6 - Convergência, condições de otimalidade e propriedades em algoritmos para problemas de programação não-linear, BP.DR; 07/08359-7 - Problemas de grande porte em otimização EDP-restrita, BP.PD; 08/03590-5 - Meta-heurísticas híbridas para a otimização de carteiras de investimento, BP.IC; 08/04519-2 - Software abrangente para minimização de grande porte com restrições lineares, BP.PD; 07/06663-0 - Otimização de valor ordenado aplicada ao equilíbrio inverso de Nash, BP.DR - menos bolsas vinculadas
• Assunto(s): Métodos numéricos de otimização Análise numérica Algoritmos e estruturas de dados Teoria da computação
• Palavra(s)-Chave do Pesquisador: Lagrangianos Aumentados | Metodos Numericos De Otimizaca | Minimizacao Do Valor Ordenado | Restauracao Inexata

Resumo

A pesquisa em métodos computacionais de otimização vem sendo desenvolvida no Departamento de Matemática Aplicada da Unicamp, sob a coordenação do responsável principal por este projeto, nos últimos 27 anos. A área de interesse do grupo é otimização, nas suas três vertentes principais: teoria sobre problemas e métodos, implementação prática de algoritmos e aplicações. Neste projeto temático, a proposta consiste em dar continuidade a esse trabalho e ao projeto 2001/04597-4, com o mesmo título e o mesmo coordenador. O grupo está inserido no PRONEX de otimização, atualmente em vigência. (AU)

Publicações científicas

(60)

(Referências obtidas automaticamente do Web of Science e do SciELO, por meio da informação sobre o financiamento pela FAPESP e o número do processo correspondente, incluída na publicação pelos autores)

GOMES, FRANCISCO A. M.; SENNE, THADEU A.. An SLP algorithm and its application to topology optimization. COMPUTATIONAL & APPLIED MATHEMATICS, v. 30, n. 1, p. 53-89, 2011. (06/53768-0)

FRIEDLANDER, ANA; GOMES, FRANCISCO A. M.. Solution of a truss topology bilevel programming problem by means of an inexact restoration method. COMPUTATIONAL & APPLIED MATHEMATICS, v. 30, n. 1, p. 109-125, 2011. (06/53768-0)

GOMES-RUGGIERO, MARCIA A.; SACHINE, MAEL; SANTOS, SANDRA A.. Solving the dual subproblem of the Method of Moving Asymptotes using a trust-region scheme. COMPUTATIONAL & APPLIED MATHEMATICS, v. 30, n. 1, p. 151-170, 2011. (10/09773-4, 06/53768-0, 06/52846-7)

ANDRADE, RICARDO; BIRGIN, ERNESTO G.; CHAMBOULEYRON, IVAN; MARTINEZ, JOSE MARIO; VENTURA, SERGIO D.. Estimation of the thickness and the optical parameters of several stacked thin films using optimization. APPLIED OPTICS, v. 47, n. 28, p. 5208-5220, OCT 1 2008. (06/53768-0, 06/51827-9)

ANDREANI, R.; SANTOS, S. A.; SHIRABAYASHI, W. V. I.. Newton-type interior-point methods for solving generalized complementarity problems in polyhedral cones. OPTIMIZATION, v. 60, n. 8-9, SI, p. 1171-1191, 2011. (01/04597-4, 06/53768-0)

GOWER, R. M.; MELLO, M. P.. A new framework for the computation of Hessians. OPTIMIZATION METHODS & SOFTWARE, v. 27, n. 2, SI, p. 251-273, 2012. (06/53768-0, 09/04785-7)

ANDREANI, ROBERTO; HAESER, GABRIEL; MARTINEZ, J. M.. On sequential optimality conditions for smooth constrained optimization. OPTIMIZATION, v. 60, n. 5, SI, p. 627-641, 2011. (06/53768-0, 05/02163-8)

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, 2012. (06/53768-0, 10/19720-5, 09/09414-7)

BIRGIN, ERNESTO G.; CASTELANI, EMERSON V.; MARTINEZ, ANDRE L. M.; MARTINEZ, J. M.. Outer Trust-Region Method for Constrained Optimization. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, v. 150, n. 1, p. 142-155, JUL 2011. (06/53768-0, 05/57684-2)

ANDREANI, R.; MARTINEZ, J. M.; MARTINEZ, L.; YANO, F. S.. Low Order-Value Optimization and applications. Journal of Global Optimization, v. 43, n. 1, p. 1-22, JAN 2009. (05/56773-1, 06/53768-0)

GOMES-RUGGIERO, M. A.; MARTINEZ, J. M.; SANTOS, S. A.. SPECTRAL PROJECTED GRADIENT METHOD WITH INEXACT RESTORATION FOR MINIMIZATION WITH NONCONVEX CONSTRAINTS. SIAM JOURNAL ON SCIENTIFIC COMPUTING, v. 31, n. 3, p. 1628-1652, 2009. (06/53768-0, 01/04597-4)

GOMES, FRANCISCO A. M.; SENNE, THADEU A.. An algorithm for the topology optimization of geometrically nonlinear structures. INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, v. 99, n. 6, p. 391-409, AUG 10 2014. (06/53768-0)

ANDREANI, ROBERTO; FUKUDA, ELLEN H.; SILVA, PAULO J. S.. A Gauss-Newton Approach for Solving Constrained Optimization Problems Using Differentiable Exact Penalties. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, v. 156, n. 2, p. 417-449, FEB 2013. (06/53768-0, 05/02163-8, 07/53471-0, 10/20572-0)

ANDRADE, R.; BIRGIN, E. G.. Symmetry-breaking constraints for packing identical rectangles within polyhedra. Optimization Letters, v. 7, n. 2, p. 375-405, FEB 2013. (10/10133-0, 06/53768-0, 09/10241-0, 06/03496-3)

BIRGIN, ERNESTO G.; GENTIL, JAN M.. New and improved results for packing identical unitary radius circles within triangles, rectangles and strips. Computers & Operations Research, v. 37, n. 7, p. 1318-1327, JUL 2010. (06/57633-1, 06/53768-0)

BIRGIN, E. G.; FLOUDAS, C. A.; MARTINEZ, J. M.. Global minimization using an Augmented Lagrangian method with variable lower-level constraints. MATHEMATICAL PROGRAMMING, v. 125, n. 1, p. 139-162, SEP 2010. (06/53768-0, 06/51827-9)

BIRGIN, E. G.; LOBATO, R. D.; MORABITO, R.. An effective recursive partitioning approach for the packing of identical rectangles in a rectangle. Journal of the Operational Research Society, v. 61, n. 2, p. 306-320, FEB 2010. (06/03496-3, 06/53768-0, 05/57984-6)

ANDREANI‚ R.; MARTÍNEZ‚ JM; SCHUVERDT‚ ML. On second-order optimality conditions for nonlinear programming. OPTIMIZATION, v. 56, n. 5-6, p. 529-542, 2007. (05/56773-1, 06/53768-0, 05/57684-2)

BIRGIN, ERNESTO G.; RONCONI, DEBORA P.. Heuristic methods for the single machine scheduling problem with different ready times and a common due date. ENGINEERING OPTIMIZATION, v. 44, n. 10, p. 1197-1208, 2012. (10/10133-0, 06/53768-0, 09/10241-0, 06/03496-3)

BIRGIN‚ EG; MARTINEZ‚ JM. Improving ultimate convergence of an Augmented Lagrangian method. OPTIMIZATION METHODS & SOFTWARE, v. 23, n. 2, p. 177-195, 2008. (06/53768-0)

FRANCISCO, JULIANO B.; MARTINEZ, J. M.; MARTINEZ, LEANDRO; PISNITCHENKO, FEODOR. Inexact restoration method for minimization problems arising in electronic structure calculations. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, v. 50, n. 3, p. 555-590, DEC 2011. (06/53768-0, 05/57684-2)

GOWER, ROBERT MANSEL; MELLO, MARGARIDA PINHEIRO. Computing the Sparsity Pattern of Hessians Using Automatic Differentiation. ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, v. 40, n. 2, FEB 2014. (06/53768-0, 09/04785-7)

BIRGIN, E. G.; MARTINEZ, J. M.; PRUDENTE, L. F.. Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming. Journal of Global Optimization, v. 58, n. 2, p. 207-242, FEB 2014. (10/10133-0, 06/53768-0, 09/10241-0)

BIRGIN, ERNESTO G.; BUSTAMANTE, LUIS HENRIQUE; CALLISAYA, HECTOR FLORES; MARTINEZ, JOSE MARIO. Packing circles within ellipses. International Transactions in Operational Research, v. 20, n. 3, p. 365-389, MAY 2013. (10/10133-0, 06/53768-0, 09/10241-0)

ANA FRIEDLANDER; FRANCISCO A. M. GOMES. Solution of a truss topology bilevel programming problem by means of an inexact restoration method. COMPUTATIONAL & APPLIED MATHEMATICS, v. 30, n. 1, p. 109-125, 2011-00-00. (06/53768-0)

M. A. DINIZ-EHRHARDT; J. M. MARTÍNEZ; L. G. PEDROSO. Derivative-free methods for nonlinear programming with general lower-level constraints. COMPUTATIONAL & APPLIED MATHEMATICS, v. 30, n. 1, p. 19-52, 2011-00-00. (06/53768-0, 04/15635-2)

DINIZ-EHRHARDT, M. A.; MARTINEZ, J. M.; PEDROSO, L. G.. Derivative-free methods for nonlinear programming with general lower-level constraints. COMPUTATIONAL & APPLIED MATHEMATICS, v. 30, n. 1, p. 34-pg., 2011-01-01. (06/53768-0, 04/15635-2)

ANDREANI, ROBERTO; HAESER, GABRIEL; MARTINEZ, J. M.. On sequential optimality conditions for smooth constrained optimization. OPTIMIZATION, v. 60, n. 5, p. 15-pg., 2011-01-01. (06/53768-0, 05/02163-8)

DINIZ-EHRHARDT, M. A.; MARTINEZ, J. M.; PEDROSO, L. G.. Derivative-free methods for nonlinear programming with general lower-level constraints. COMPUTATIONAL & APPLIED MATHEMATICS, v. 30, n. 1, p. 19-52, 2011. (04/15635-2, 06/53768-0)

BIRGIN, ERNESTO G.; GENTIL, JAN M.. Evaluating bound-constrained minimization software. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, v. 53, n. 2, SI, p. 347-373, OCT 2012. (06/03496-3, 06/53768-0, 09/10241-0, 07/56645-9)

MARTINEZ, JOSE MARIO; PRUDENTE, LEANDRO DA FONSECA. Handling infeasibility in a large-scale nonlinear optimization algorithm. NUMERICAL ALGORITHMS, v. 60, n. 2, SI, p. 263-277, JUN 2012. (06/53768-0)

MARTINEZ, J. M.; SOBRAL, F. N. C.. Constrained derivative-free optimization on thin domains. Journal of Global Optimization, v. 56, n. 3, SI, p. 1217-1232, JUL 2013. (06/53768-0, 03/09169-6, 08/00468-4)

BUENO, L. F.; FRIEDLANDER, A.; MARTINEZ, J. M.; SOBRAL, F. N. C.. INEXACT RESTORATION METHOD FOR DERIVATIVE-FREE OPTIMIZATION WITH SMOOTH CONSTRAINTS. SIAM JOURNAL ON OPTIMIZATION, v. 23, n. 2, p. 1189-1213, 2013. (07/06663-0, 03/09169-6, 06/53768-0, 08/00468-4)

ANDREANI, R.; MARTINEZ, J. M.; SANTOS, L. T.; SVAITER, B. F.. On the behaviour of constrained optimization methods when Lagrange multipliers do not exist. OPTIMIZATION METHODS & SOFTWARE, v. 29, n. 3, p. 646-657, MAY 4 2014. (06/53768-0)

BIRGIN, E. G.; BUENO, L. F.; KREJIC, N.; MARTINEZ, J. M.. Low order-value approach for solving VaR-constrained optimization problems. Journal of Global Optimization, v. 51, n. 4, p. 715-742, DEC 2011. (07/06663-0, 09/10241-0, 05/57684-2, 06/53768-0)

WASHINGTON ALVES DE OLIVEIRA; ANTONIO CARLOS MORETTI; EDNEI FELIX REIS. MULTI-VEHICLE COVERING TOUR PROBLEM: BUILDING ROUTES FOR URBAN PATROLLING. Pesquisa Operacional, v. 35, n. 3, p. 617-644, 2015-12-00. (06/53768-0)

KREJIC, NATASA; MARTINEZ, J. M.. INEXACT RESTORATION APPROACH FOR MINIMIZATION WITH INEXACT EVALUATION OF THE OBJECTIVE FUNCTION. Mathematics of Computation, v. 85, n. 300, p. 1775-1791, JUL 2016. (13/07375-0, 06/53768-0)

ANDREANI, R.; JUDICE, J. J.; MARTINEZ, J. M.; MARTINI, T.. Feasibility problems with complementarity constraints. European Journal of Operational Research, v. 249, n. 1, p. 41-54, FEB 16 2016. (06/53768-0, 12/10444-0)

CARVALHO, ESDRAS P.; MARTINEZ, JULIAN; MARTINEZ, J. M.; PISNITCHENKO, FEODOR. On optimization strategies for parameter estimation in models governed by partial differential equations. MATHEMATICS AND COMPUTERS IN SIMULATION, v. 114, p. 14-24, AUG 2015. (06/53768-0, 07/08359-7, 05/57684-2)

ANDRETTA, M.; BIRGIN, E. G.. Deterministic and stochastic global optimization techniques for planar covering with ellipses problems. European Journal of Operational Research, v. 224, n. 1, p. 23-40, JAN 1 2013. (10/18980-3, 10/10133-0, 06/53768-0, 09/10241-0)

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, OCT 2012. (06/53768-0, 09/09414-7)

CARVALHO, ESDRAS P.; PISNITCHENKO, FEODOR; MEZZOMO, NATALIA; FERREIRA, SANDRA R. S.; MARTINEZ, J. M.; MARTINEZ, JULIAN. Low Order-Value Multiple Fitting for supercritical fluid extraction models. Computers & Chemical Engineering, v. 40, p. 148-156, MAY 11 2012. (06/53768-0, 05/57684-2)

ANDREANI, R.; CASTRO, S. L. C.; CHELA, J. L.; FRIEDLANDER, A.; SANTOS, S. A.. An inexact-restoration method for nonlinear bilevel programming problems. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, v. 43, n. 3, p. 307-328, JUL 2009. (06/53768-0)

ANDRETTA, MARINA; BIRGIN, ERNESTO G.; MARTINEZ, J. M.. Partial spectral projected gradient method with active-set strategy for linearly constrained optimization. NUMERICAL ALGORITHMS, v. 53, n. 1, p. 23-52, JAN 2010. (06/53768-0)

ANDREANI, ROBERTO; MARTINEZ, J. M.; SVAITER, B. F.. A NEW SEQUENTIAL OPTIMALITY CONDITION FOR CONSTRAINED OPTIMIZATION AND ALGORITHMIC CONSEQUENCES. SIAM JOURNAL ON OPTIMIZATION, v. 20, n. 6, p. 3533-3554, 2010. (06/53768-0)

BIRGIN, ERNESTO G.; MARTINEZ, J. M.; MARTINEZ, LEANDRO; ROCHA, GERD B.. Sparse Projected-Gradient Method As a Linear-Scaling Low-Memory Alternative to Diagonalization in Self-Consistent Field Electronic Structure Calculations. JOURNAL OF CHEMICAL THEORY AND COMPUTATION, v. 9, n. 2, p. 1043-1051, FEB 2013. (06/53768-0, 08/00468-4, 03/09169-6, 10/16947-9)

BIRGIN, ERNESTO G.; LOBATO, RAFAEL D.. Orthogonal packing of identical rectangles within isotropic convex regions. COMPUTERS & INDUSTRIAL ENGINEERING, v. 59, n. 4, p. 595-602, NOV 2010. (06/53768-0, 06/58313-0)

BIRGIN, ERNESTO G.; MARTINEZ, J. M.. Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, v. 51, n. 3, p. 941-965, APR 2012. (06/03496-3, 06/53768-0, 09/10241-0)

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, 05/02163-8, 08/00062-8)

MÁRCIA A. GOMES-RUGGIERO; MAEL SACHINE; SANDRA A. SANTOS. Solving the dual subproblem of the Method of Moving Asymptotes using a trust-region scheme. COMPUTATIONAL & APPLIED MATHEMATICS, v. 30, n. 1, p. 151-170, 2011-00-00. (06/53768-0, 10/09773-4)

FRANCISCO A. M. GOMES; THADEU A. SENNE. An SLP algorithm and its application to topology optimization. COMPUTATIONAL & APPLIED MATHEMATICS, v. 30, n. 1, p. 53-89, 2011-00-00. (06/53768-0)

MARTINEZ, J. M.; SOBRAL, F. N. C.. Constrained derivative-free optimization on thin domains. Journal of Global Optimization, v. 56, n. 3, p. 16-pg., 2013-07-01. (03/09169-6, 08/00468-4, 06/53768-0)

ANDRADE, RICARDO; BIRGIN, ERNESTO G.; CHAMBOULEYRON, IVAN; MARTINEZ, JOSE MARIO; VENTURA, SERGIO D.. Estimation of the thickness and the optical parameters of several stacked thin films using optimization. APPLIED OPTICS, v. 47, n. 28, p. 13-pg., 2008-10-01. (06/51827-9, 06/53768-0)

MARTINEZ, JOSE MARIO; PRUDENTE, LEANDRO DA FONSECA. Handling infeasibility in a large-scale nonlinear optimization algorithm. NUMERICAL ALGORITHMS, v. 60, n. 2, p. 15-pg., 2012-06-01. (06/53768-0)

GOWER, R. M.; MELLO, M. P.. A new framework for the computation of Hessians. OPTIMIZATION METHODS & SOFTWARE, v. 27, n. 2, p. 23-pg., 2012-01-01. (06/53768-0, 09/04785-7)

BIRGIN, ERNESTO G.; GENTIL, JAN M.. Evaluating bound-constrained minimization software. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, v. 53, n. 2, p. 27-pg., 2012-10-01. (09/10241-0, 06/53768-0, 07/56645-9, 06/03496-3)

FRIEDLANDER, ANA; GOMES, FRANCISCO A. M.. Solution of a truss topology bilevel programming problem by means of an inexact restoration method. COMPUTATIONAL & APPLIED MATHEMATICS, v. 30, n. 1, p. 17-pg., 2011-01-01. (06/53768-0)

ANDREANI, R.; SANTOS, S. A.; SHIRABAYASHI, W. V. I.. Newton-type interior-point methods for solving generalized complementarity problems in polyhedral cones. OPTIMIZATION, v. 60, n. 8-9, p. 21-pg., 2011-01-01. (06/53768-0, 01/04597-4)

GOMES-RUGGIERO, MARCIA A.; SACHINE, MAEL; SANTOS, SANDRA A.. Solving the dual subproblem of the Method of Moving Asymptotes using a trust-region scheme. COMPUTATIONAL & APPLIED MATHEMATICS, v. 30, n. 1, p. 20-pg., 2011-01-01. (06/53768-0, 10/09773-4, 06/52846-7)

GOMES, FRANCISCO A. M.; SENNE, THADEU A.. An SLP algorithm and its application to topology optimization. COMPUTATIONAL & APPLIED MATHEMATICS, v. 30, n. 1, p. 37-pg., 2011-01-01. (06/53768-0)