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Sequential optimality conditions for nonlinear symmetric cone programming

Grant number: 21/04979-8
Support type:Scholarships in Brazil - Post-Doctorate
Effective date (Start): July 01, 2021
Effective date (End): June 30, 2023
Field of knowledge:Physical Sciences and Mathematics - Mathematics - Applied Mathematics
Principal researcher:Gabriel Haeser
Grantee:Lucas dos Santos Fernandez
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

This research project aims to extend the approximate KKT sequential condition for the context of nonlinear symmetric cone programming. For this purpose, an appropriate definition of the optimality condition is necessary so that it holds in a local minimizer without the need to require a qualification condition. In addition, such a condition must be satisfied by limit points of algorithms in this context. The strength of the condition must also be investigated. Therefore, it is expected to obtain convergence theorems for stationary points under weaker hypotheses than the usual ones. (AU)

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