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Second-order optimality conditions for nonlinear programming

Grant number: 20/00130-5
Support type:Scholarships abroad - Research Internship - Doctorate
Effective date (Start): September 01, 2020
Effective date (End): August 31, 2021
Field of knowledge:Physical Sciences and Mathematics - Mathematics - Applied Mathematics
Principal researcher:Gabriel Haeser
Grantee:Thiago Parente da Silveira
Supervisor abroad: Siegfried Andreas Fischer
Home Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
Research place: Technische Universität Dresden (TU Dresden), Germany  
Associated to the scholarship:17/12187-9 - Second-order algorithms for nonlinear optimization with strong optimality properties, BP.DR

Abstract

In this BEPE proposal for a long-time stay at Technische Universität Dresden, we are interested in studying strong second-order optimality conditions for nonlinear programming and second-order constraint qualifications associated to them. To the best of our knowledge, no algorithm has been shown to converge to a point at which the strong conditions hold. We are interested in approaching this problem using sequential optimality conditions. (AU)

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