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Complementarity measures in optimality conditions

Grant number: 19/13096-2
Support type:Scholarships in Brazil - Doctorate (Direct)
Effective date (Start): August 01, 2019
Effective date (End): July 31, 2023
Field of knowledge:Physical Sciences and Mathematics - Mathematics - Applied Mathematics
Principal researcher:Gabriel Haeser
Grantee:Nicolas Esteban Fuentealba Armijo
Home Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
Associated research grant:18/24293-0 - Computational methods in optimization, AP.TEM

Abstract

In the context of necessary optimality condition for nonlinear optimization and semidefinite optimization, the complementarity measure may be defined in several equivalent ways. However, in its sequential counterparts, where no constraint qualification is assumed, the way the complementarity is defined impacts the strength of the optimality condition. Our goul in this project is to study sequential optimality conditions in several contexts, which differ in the way complementarity is measured while measuring its impact in proving global convergence for several classes of algorithms. (AU)

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