Luiz-Rafael Santos

A successive centralized circumcentered-reflection method for the convex feasibility problem

  • Yunier Bello-Cruz
  • Roger Behling
  • A. N. Iusem
  • Luiz-Rafael Santos
  • Di Liu
    • Categories Convex Optimization Tags , , ,

    In this paper, we present a successive centralization process for the circumcentered-reflection scheme with several control sequences for solving the convex feasibility problem in Euclidean space. Assuming that a standard error bound holds, we prove the linear convergence of the method with the most violated constraint control sequence. Moreover, under additional smoothness assumptions on the … Read more

    Towards an efficient Augmented Lagrangian method for convex quadratic programming

  • Luís Felipe Bueno
  • Gabriel Haeser
  • Luiz-Rafael Santos
    • Categories Constrained Nonlinear Optimization, Linear Programming, Quadratic Programming Tags , , , ,

    Interior point methods have attracted most of the attention in the recent decades for solving large scale convex quadratic programming problems. In this paper we take a different route as we present an augmented Lagrangian method for convex quadratic programming based on recent developments for nonlinear programming. In our approach, box constraints are penalized while … Read more

    Optimized choice of parameters in interior-point methods for linear programming

  • Aurelio Ribeiro Leite Oliveira
  • Luiz-Rafael Santos
  • Clovis Perin
  • Fernando Villas-Bôas
    • Categories Linear Programming, Quadratic Programming Tags , ,

    In this work, we propose a predictor-corrector interior point method for linear programming in a primal-dual context, where the next iterate is chosen by the minimization of a polynomial merit function of three variables: the first is the steplength, the second defines the central path and the third models the weight of a corrector direction. … Read more

    Perprof-py: a Python package for performance profile of mathematical optimization software

  • Luiz-Rafael Santos
  • Raniere Gaia Costa da Silva
  • Abel Soares Siqueira
    • Categories Optimization Software Benchmark

    A very important part of research in Mathematical Optimization field is to benchmark optimization packages because it is one of the ways to compare solvers. During benchmarking, one usually obtains a large amount of information, like CPU time, number of functions evaluations, number of iterations and much more. This information, if presented as tables, can … Read more