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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
Município da Instituição Sede:Campinas
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
09/04785-7 - Differenciação automática de matrizes Hessianas, BP.MS
 + mais bolsas vinculadas 09/08027-0 - Otimização global aplicada à tomografia de estados quânticos, BP.DR
09/00576-4 - Controle dinâmico da infactibilidade em minimização com restrições de desigualdade, BP.DD
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)

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Publicações científicas (60)
(As publicações científicas contidas nesta página são originárias da Web of Science ou da SciELO, cujos autores mencionaram números dos processos FAPESP concedidos a Pesquisadores Responsáveis e Beneficiários, sejam ou não autores das publicações. Sua coleta é automática e realizada diretamente naquelas bases bibliométricas)
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, . (06/53768-0, 03/09169-6, 08/00468-4)
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, . (06/53768-0)
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, . (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, . (06/03496-3, 06/53768-0, 09/10241-0, 07/56645-9)
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, . (10/09773-4, 06/53768-0)
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, . (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., . (03/09169-6, 08/00468-4, 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. 17-pg., . (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., . (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., . (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., . (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., . (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., . (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., . (09/10241-0, 06/53768-0, 07/56645-9, 06/03496-3)
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., . (06/51827-9, 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, . (06/53768-0, 12/10444-0)
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, . (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, . (06/53768-0)
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, . (06/53768-0, 07/08359-7, 05/57684-2)
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, . (06/53768-0, 05/02163-8, 08/00062-8)
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, . (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, . (13/07375-0, 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, . (07/06663-0, 09/10241-0, 05/57684-2, 06/53768-0)
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, . (06/53768-0, 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, . (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, . (06/53768-0, 09/09414-7)
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, . (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, . (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, . (06/53768-0, 08/00468-4, 03/09169-6, 10/16947-9)
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, . (06/53768-0)
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, . (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, . (06/03496-3, 06/53768-0, 09/10241-0)
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, . (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, . (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, . (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, . (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, . (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, . (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, . (06/53768-0, 05/02163-8)
BIRGIN‚ EG; MARTINEZ‚ JM. Improving ultimate convergence of an Augmented Lagrangian method. OPTIMIZATION METHODS & SOFTWARE, v. 23, n. 2, p. 177-195, . (06/53768-0)
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, . (06/57633-1, 06/53768-0)
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, . (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, . (04/15635-2, 06/53768-0)
ANDREANI, ROBERTO; HAESER, GABRIEL; MARTINEZ, J. M.. On sequential optimality conditions for smooth constrained optimization. OPTIMIZATION, v. 60, n. 5, p. 15-pg., . (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. 34-pg., . (06/53768-0, 04/15635-2)
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, . (10/10133-0, 06/53768-0, 09/10241-0, 06/03496-3)
GOWER, ROBERT MANSEL; MELLO, MARGARIDA PINHEIRO. Computing the Sparsity Pattern of Hessians Using Automatic Differentiation. ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, v. 40, n. 2, . (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, . (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, . (10/10133-0, 06/53768-0, 09/10241-0)
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, . (06/53768-0)
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, . (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, . (06/53768-0, 01/04597-4)
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, . (06/53768-0, 05/57684-2)
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, . (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, . (06/03496-3, 06/53768-0, 05/57984-6)
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, . (06/53768-0, 05/57684-2)
ANDREANI‚ R.; MARTÍNEZ‚ JM; SCHUVERDT‚ ML. On second-order optimality conditions for nonlinear programming. OPTIMIZATION, v. 56, n. 5-6, p. 529-542, . (05/57684-2, 05/56773-1, 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, . (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, . (10/10133-0, 06/53768-0, 09/10241-0, 06/03496-3)
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)