30-01-2025
The Center of Mathematics and Applications (NOVA Math), promote the Seminar of Operations Research with the title: “A specialized second-order augmented Lagrangian method for mathematical programs with cardinality constraints”. Mariana da Rosa (UNICAMP, Brasil) is the speaker.
Abstract: In this talk, a practical and specialized second-order augmented Lagrangian method for solving mathematical programs with cardinality constraints (MPCaC) is presented. The seminar begins with a review of the stationarity conditions for MPCaC and a discussion of some augmented Lagrangian methods proposed in the literature. The presentation then considers a new approach that incorporates a second-order refinement step tailored to the structure of MPCaC. Under reasonable assumptions, the method ensures convergence to second-order stationary points, making it a potential tool for tackling this class of optimization problems.
Wednesday, 12 February 2025, at 15:00.
Location: Seminar Room, building VII.