This section encompasses many aspects of Optimization, with emphasis on the general nonlinear programming problem, variational inequalities, algorithms and applications.
Organizers:
Gabriel Haeser – IME/USP
e-mail: ghaeser@ime.usp.br
Luís Felipe Bueno – UNIFESP
e-mail: l.bueno06@unifesp.br
Nonsmooth optimization methods for chance constrained programming
Electronic Structure Calculations, density functional theory and algorithms
A proximal point algorithm for DC fuctions on Hadamard manifolds
Augmented Lagrangian type function and Subgradient Method
A trust-region algorithm with models based on support vector regression
Three works on derivative-free optimization
Local convergence of perturbed Sequential Quadratic Programming
On the convergence and complexity of trust-region and regularization methods for unconstrained optimization
A generalized inexact proximal point method for nonsmooth functions that satisfy Kurdyka Lojasiewicz inequality
DIRECTIONAL LIPSCHITZNESS OF MINIMAL TIME FUNCTIONS IN HAUSDORFF TOPOLOGICAL VECTOR SPACES
On sequential second-order optimality conditions, constraint qualifications and applications to mathematical programming
A Flexible Inexact Restoration Method and Multiobjective Application
On Proximal Forward-Backward Splitting Method for Nonsmooth Optimization Problems
Local convergence of Gauss-Newton method for injective-overdetermined systems of equations under a majorant condition
An inexact restoration derivative-free filter method for nonlinear programming
On the constrained error bound condition for nonlinear programming
Invited talks for this section that will occur at the Operations Research Section:
Benders Decomposition for Equilibrium Problems with Risk Aversion
Global convergence of a fixed point method for Maximum Likelihood Quantum Tomography
Optimized Choice of Parameters in Interior Point Methods for Linear Programming
Interior point strategy for solving feasibility problems with complementarity constraints