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Development of methods for solving large scale nonlinear programming and nonsmooth optimization problems

Project goals

The proposed project concerns development of efficient methods for solving large scale nonlinear programming and nonsmooth optimization problems. These are in particular interior point methods and nonsmooth equation methods for solving nonconvex nonlinear programming problems and also problems with equilibrium constraints (MPEC). Further, it concerns bundle methods for minimization of general nonsmooth functionsand methods for solving special nonsmooth problems, among them generalized minimax problems,minimization of a sum of minima, or minimization of PC^1 functions belong. Great emphasis will be put on problems which arise in solving complicated game models, especially on problems with equilibrium constraints (MPCC, MPEC). For this purpose, specialrecursive quadratic programming methods and interior point methods will be developed.

Keywords

nelineární programovánínehladká optimalizcemetody vnitřních bodůmetody nehladkých rovnicekvilibr

Public support

  • Provider

    Czech Science Foundation

  • Programme

    Standard projects

  • Call for proposals

    Standardní projekty 12 (SGA02009GA-ST)

  • Main participants

  • Contest type

    VS - Public tender

  • Contract ID

    201/09/1957

Alternative language

  • Project name in Czech

    Vývoj metod pro řešení rozsáhlých úloh nelineárního programování a nehladké optimalizace

  • Annotation in Czech

    Hlavním cílem projektu je vývoj efektivních metod pro řešení obecných i speciálních úloh nelineárního programování, nehladké optimalizace a také úloh s ekvilibriálními omezeními. Chceme se zaměřit hlavně na rozsáhlé a strukturované úlohy.

Scientific branches

  • R&D category

    ZV - Basic research

  • CEP classification - main branch

    BA - General mathematics

  • CEP - secondary branch

  • CEP - another secondary branch

  • 10101 - Pure mathematics

Completed project evaluation

  • Provider evaluation

    V - Vynikající výsledky projektu (s mezinárodním významem atd.)

  • Project results evaluation

    The project was excellent, both in terms of expertise and in terms of disbursement of funds.

Solution timeline

  • Realization period - beginning

    Jan 1, 2009

  • Realization period - end

    Dec 31, 2011

  • Project status

    U - Finished project

  • Latest support payment

    Apr 16, 2011

Data delivery to CEP

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

  • Data delivery code

    CEP12-GA0-GA-U/02:2

  • Data delivery date

    May 2, 2016

Finance

  • Total approved costs

    1,887 thou. CZK

  • Public financial support

    1,887 thou. CZK

  • Other public sources

    0 thou. CZK

  • Non public and foreign sources

    0 thou. CZK

Basic information

Recognised costs

1 887 CZK thou.

Public support

1 887 CZK thou.

100%


Provider

Czech Science Foundation

CEP

BA - General mathematics

Solution period

01. 01. 2009 - 31. 12. 2011