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

美国-巴西近内点法合作研究

• 批准号: 9600343
• 负责人: Renato D. C. Monteiro
• 金额: $ 1.34万
• 依托单位: Georgia Tech Research Corporation
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 1996
• 资助国家: 美国
• 起止时间: 1996-08-01 至 1999-01-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9600343&HistoricalAwards=false
• 关键词: U.S.; Brazil; Cooperative; Research; Proximal

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. ***

INT-9600343 Monteiro 这个美国-格鲁吉亚理工学院的Renato Monteiro和里约热内卢IMPA的巴西研究员Alfredo Iusem之间的巴西合作研究项目将利用近内点方法（PIP）解决约束优化问题。 要解决的问题包括超线性收敛，收敛的线性和凸二次规划中产生的对偶序列，表征的原始序列的极限，和研究的连续轨迹和近似版本的PIP算法。这一发展将与经典内点方法的最新发展相平行。 拟议中的研究将在格鲁吉亚理工学院和里约热内卢的数学家之间建立一个新的合作联系。 拟议的努力通过连接迄今为止独立处理的两个领域，应该为一类重要问题提供更好的理解和更有效的新方法。 ***