U.S.-Brazil Cooperative Research on Proximal Interior Point Methods

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INT-9600343 Monteiro This U.S.-Brazil collaborative research project between Renato Monteiro at Georgia Institute of Technology and the Brazilian researcher Alfredo Iusem of IMPA in Rio de Janeiro will utilize proximal interior point methods (PIP) for solving constrained optimization problems. Issues to be addressed include superlinear convergence, convergence of the generated dual sequence in linear and convex quadratic programming, characterization of the limit of the primal sequence, and study of continuous trajectories and approximate versions of PIP algorithms. The development will parallel recent developments in classical interior point methods. The proposed research will create a new collaborative link between mathematicians in Georgia Tech and Rio de Janeiro. The proposed effort, by bridging two areas so far treated independently, should provide better understanding and new and more effective methods for an important class of problems. ***