# Workshop on Continuous Optimization

IMPA – Rio de Janeiro, June 21 – 26, 1999

### MAIN TOPICS

The Workshop on Continuous Optimization will take place in Rio de Janeiro at the Instituto de Matemática Pura e Aplicada (IMPA) on June 21 – 26, 1999. It intends to join a significative group of known international specialists to present and discuss new theoretical developments in both linear and nonlinear programming.

### SCIENTIFIC COMMITTEE

Alfredo Iusem
Benar Svaiter
Carlos Humes
Clovis Gonzaga
José Mário Martinez
Mikhail Solodov

### EXPECTED PARTICIPANTS

The following plenary speakers have already confirmed their attendance:

A. Auslender University of Paris
A. Iusem IMPA
B. Svaiter IMPA
C. Kanzow University of Hamburg
C. Gonzaga University of Santa Catarina
C. Humes São Paulo University
D. Butnariu University of Haifa
F. Potra University of Iowa
J. Eckstein Rutgers University
J. Judice University of Coimbra
J. M. Martinez Campinas University
M. Fukushima Kyoto University
M. Raydan University Central de Venezuela
M. Solodov IMPA
M. Teboulle Tel Aviv University
P. Tseng University of Washington
T. R. Rockafellar University of Washington
Y. Nesterov University of Louvaine

### Auditorium 2

 Time Plenary Talks 9:00 – 10:00 a.m. R.T. Rockafellar (University of Washington, USA) Forward-backward splitting algorithms in optimization 10:30 – 11:30 a.m. C. Kanzow (University of Hamburg, Germany) Exact penalty results and smoothing-type methods for mathematical programs with equilibrium constraints 1:30 – 2:30 p.m. C. Gonzaga (University of Santa Catarina, Brazil) Augmented Lagrangean methods with generalized penalties 3:00 – 4:00 p.m. F. Potra (University of Iowa, USA) Interior point methods for semidefinite programming
 Time Short Talks Chair: Benar Svaiter (IMPA) 4:30 – 5:00 p.m. J. Fliege (Free University of Brussels, Belgium) A generalized framework for goal programming problems 5:00 – 5:30 p.m. L. Bacaud (Eletricité de France, Département de Méthodes d’Optimisation et Simulation, France) Disaggregated bundle methods applied to the stochastic optimization of power generation management 5:30 – 6:00 p.m. W. Sosa Sandoval (IMPA, Brazil) Remarks on abstract equilibrium problems

### Auditorium 2

 Time Plenary Talks 9:00 – 10:00 a.m. Y. Nesterov (University of Louvaine, Belgium) Global quadratic optimization: recent advances and perspectives 10:30 – 11:30 a.m. P. Tseng (University of Washington, USA) An infeasible interior-point trust-region method for nonlinear programming 1:30 – 2:30 p.m. J.M. Martínez (University of Campinas, Brazil) Inexact restoration methods for nonlinear programming 3:00 – 4:00 p.m. J. Judice (University of Coimbra, Portugal) Path-following algorithms for complementarity problems: convergence analysis and solutions of some structure models
 Time Short Talks Chair: Mikhail Solodov (IMPA) 4:30 – 5:00 p.m. R. Burachik (Federal University of Rio de Janeiro, Brazil) Epsilon-enlargements in Banach spaces 5:00 – 5:30 p.m. C. Sagastizábal (Federal University of Rio de Janeiro, Brazil) VUing functions with primal-dual gradient structure 5:30 – 6:00 p.m. L.M. Graña Drummond (University of Haifa, Israel) The central path in smooth convex semidefinite programs
 6:30 – 8:00 p.m. COCKTAIL

### Auditorium 2

 Time Plenary Talks 9:00 – 10:00 a.m. A. Auslender (University of Paris, France) Penalty, barrier and smoothing methods: a unified approach 10:30 – 11:30 a.m. M. Teboulle (University of Tel Aviv, Israel) Lagrange duality and multiplier interior point methods for variational inequalities (to be presented by A. Auslender) 1:30 – 2:30 p.m. M. Solodov (IMPA, Brazil) Inexact solution of proximal subproblems, error bounds and globalization of the Josephy-Newton method
 Time Short Talks Chair: Marcia Aparecida Gomes-Rugiero (UNICAMP) 3:00 – 3:30 p.m. V.L.R. Lopes (Campinas University, Brazil) A comparative analysis of the monotone iteration method for elliptic problems 3:30 – 4:00 p.m. S. Santos (Campinas University, Brazil) Spectral projected methods for nonlinear programming 4:00 – 4:30 p.m. F.A.M. Gomes (Campinas University, Brazil) An inexact-restoration interior-point algorithm for constrained optimization
 Time Short Talks Chair: José Mario Martínez (UNICAMP) 5:00 – 5:30 p.m. L.R. Lucambio Pérez (Federal University of Goiás, Brazil) A proximal regularization of the steepest descent method in Riemannian manifolds 5:30 – 6:00 p.m. P. R. de Olivera (Federal University of Rio de Janeiro, Brazil) An interior point method for Dantzig-Wolfe decomposition 6:00 – 6:30 p.m. J.A. Seijas-Macías (University of La Coruña, Spain) A globally convergent algorithm for minimization of a merit function

### Auditorium 2

 Time Plenary Talks 9:00 – 10:00 a.m. M. Fukushima (Kyoto University, Japan) Nonlinear proximal decomposition method for convex programming 10:30 – 11:30 a.m. D. Butnariu (University of Haifa, Israel) Totally convex functions and applications to fixed points and optimization 1:30 – 2:30 p.m. B.F. Svaiter (IMPA, Brazil) Enlargements of monotone operators and robust modifications of the proximal point method 3:00 – 4:00 p.m. M. Raydan (Central University of Venezuela) Spectral gradient method and its applications
 Time Short Talks Chair: Carlos Humes (IME/USP) 4:00 – 4:30 p.m. M. Palmeira (Catholic University of Rio de Janeiro, Brazil) A relax and cut algorithm for the quadratic knapsack problem 5:00 – 5:30 p.m. E. Birgin (Campinas University, Brazil) Computational differentiation and applications 5:30 – 6:00 p.m. T. Homem de Mello (Ohio State University, USA) On rate of convergence and algorithms for Montecarlo approximations of stochastic programming problems

### Auditorium 2

 Time Plenary Talks 9:00 – 10:00 a.m. C. Humes (University of São Paulo, Brazil) Proximal point methods and descent methods 10:30 – 11:30 a.m. A. Iusem (IMPA, Brazil) Proximal point and augmented Lagrangian methods in Banach spaces
 Time Short Talks Chair: Clovis Gonzaga (Univ. Fed. Santa Catarina) 1:30 – 2:00 p.m. J. Herskovits (Federal University of Rio de Janeiro, Brazil) Bilevel Programming: an interior point algorithm based on a new optimality condition 2:00 – 2:30 p.m. M. Campelo (Federal University of Rio de Janeiro, Brazil) A characterization of an optimal solution of a bilevel problem 2:30 – 3:00 p.m. L. Uko (University of Antioquía, Colombia) Kantorovich-type error estimates for generalized Newton methods 3:00 – 3:30 p.m. L. Bahiense (Federal University of Rio de Janeiro, Brazil) An extra-gradient type method for combinatorial optimization
 Time Short Talks Chair: Ana Friedlander (UNICAMP) 4:00 – 4:30 p.m. R. Andreani (University of the State of S\~ao Paulo, Brazil) On the solution of bounded and unbounded mixed complementarity problems 4:30 – 5:00 p.m. J.A. Gómez (Institute for Cibernetics, Mathematics and Physics, Cuba) Global convergence of multidirectional search algorithms with applications to unconstrained optimal control problems 5:00 – 5:30 p.m. S. Di Marco (National University of Rosario, Argentina) On the numerical analysis of a minimax optimal control problem with an additive final cost 5:30 – 6:00 p.m. I. Litvinchev (Russian Academy of Sciences, Russia) Solution-containing elipsoids and associated interior point methods

### Saturday, June 26th

 8:00 a.m. – 6:00 p.m. Tropical Islands trip (optional)

### INFORMATION FOR PARTICIPANTS

In addition to the plenary talks, a limited number of contributed presentations will be accepted. The workshop will have no simultaneous sessions, and daily sessions, in principle, will not exceed six hours, leaving ample time for informal discussions.

A registration fee of US$100 will be required from all participants. This fee, which must be paid at the beginning of the workshop, allows attendance to all workshop activities, including a cocktail which will take place at IMPA on the evening of June 22. A dinner, on June 24, and a full day excursion to the islands in Sepetiba Bay (Green Coast), on June 26, will be paid separetely by those interested. IMPA will take care of hotel reservations for those interested. Special rates are being offered by the Atlantis Copacabana Hotel (Rua Bulhões de Carvalho, 61. Phone number (55)(21) 521-1142. FAX number (55)(21)287-8896), a three star hotel, conveniently located one block from Ipanema Beach and three blocks from Copacabana Beach. We expect the price to be around US$ 55 for a single room and US\$ 65 for a double room. Due to the uncertain situation of the Brazilian economy, we cannot garantee such prices at this point, and changes may occur, particularly if the current exchange rate is significantly altered in the meantime. Free transportation from this hotel to IMPA and back will be available daily during the workshop. Participants willing to make a reservation in the Atlantis Copacabana Hotel should provide this information to the workshop organizers not later than April 1st, 1999, at the elctronic address below. Participants interested in information on other lodging options should contact the workshop organizers at the same address.