VIII BRAZILIAN WORKSHOP ON CONTINUOUS OPTIMIZATION Mambucaba, Rio de Janeiro, July 13-17, 2009 FINAL PROGRAM NOTE: Speakers’ names are boldfaced Monday, July 13 8:20 - 8:30 Opening 8:30 - 9:15 Plenary talk MoP1 (Auditorium; chair: Maicon Marques Alves) Benar F. Svaiter, IMPA, Rio de Janeiro, Brazil, [email protected] Projective splitting methods for the sum of monotone operators and the hybrid proximal-projection method 9:15 - 9:45 Coffee break 9:45 - 10:30 Plenary talk MoP2 (Auditorium; chair: José Mario Martı́nez Pérez) Álvaro R. De Pierro, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Alfredo, from Feasibility and Optimization to Inverse Problems 11:00 - 11:45 Plenary talk MoP3 (Auditorium; chair: Ernesto G. Birgin) José Mario Martı́nez, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Juliano Francisco, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Leandro Martı́nez, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Feodor Pisnitchenko, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Inexact restoration for electronic structure calculations 11:45 - 14:00 Lunch 14:00 - 15:40 Contributed session Mo1: Proximal Point Methods (Room A; chair: João Xavier da Cruz Neto) • 14:00 - 14:25 Rolando Gárciga, Universidade Federal de Rio de Janeiro, Rio de Janeiro, Brazil, [email protected] Benar F. Svaiter, IMPA, Rio de Janeiro, Brazil, [email protected] A proximal-like algorithm with regularized logarithmic barrier Monday, July 13 • 14:25 - 14:50 Lisandro A. Parente, Universidad Nacional de Rosario, Rosario, Argentina, [email protected] Laura Aragone, Universidad Nacional de Rosario, Rosario, Argentina, [email protected] Pablo A. Lotito, Universidad Nacional del Centro de la Provincia de Buenos Aires, Tandil, Argentina, [email protected] Proximal methods for the resolution of variational problems • 14:50 - 15:15 Sissy da Silva Souza, Universidade Federal do Piauı́, Teresina, Brazil, [email protected] João Xavier da Cruz Neto, Universidade Federal do Piauı́, Teresina, Brazil, [email protected] Paulo Roberto de Oliveira, Universidade Federal de Rio de Janeiro, Rio de Janeiro, Brazil, [email protected] Antoine Soubeyran, Université d’Aix-Marseille II, Aix en Provence, France [email protected] A proximal method with separable Bregman distances for quasiconvex minimization over the nonnegative orthant • 15:15 - 15:40 Felipe Álvarez, Universidad de Chile, Santiago, Chile, [email protected] Miguel Carrasco, Universidad de Los Andes, Santiago, Chile, [email protected] Thierry Champion, Université de Sud Toulon-Var, La Garde, France, [email protected] Dual convergence for penalty proximal point algorithms in convex programming 14:00 - 15:40 Contributed session Mo2: Variational Inequalities (Room B; chair: Ademir Alves Ribeiro) • 14:00 - 14:25 Regina S. Burachik, University of South Australia, Adelaide, Australia, [email protected] Jurandir Lopes, Universidade Federal do Piauı́, Teresina, Brazil, [email protected] Outer approximation schemes for generalized semi-infinite variational inequality problems ii Monday, July 13 • 14:25 - 14:50 José Yunier Bello Cruz, IMPA, Rio de Janeiro, Brazil, [email protected] Alfredo N. Iusem, IMPA, Rio de Janeiro, Brazil, [email protected] An explicit method for variational inequalities • 14:50 - 15:15 Alfredo N. Iusem, IMPA, Rio de Janeiro, Brazil, [email protected] Mostafa Nasri, Université Laval, Montreal, Canada, [email protected] Korpelevich’s method for variational inequality problem in Banach spaces • 15:15 - 15:40 Victor A. Kovtunenko, Universität Graz, Austria, [email protected] and Lavrent’ev Institute of Hydrodynamics, Novosibirsk, Russia, [email protected] Semismooth methods for a hemivariational inequality 15:40 - 16:10 Coffee break 16:10 - 16:55 Plenary talk MoP4 (Auditorium; chair: Susana Scheimberg) Alfred Auslender, Université de Lyon I, Lyon, France, [email protected] A new method for nonlinear programming with extension to variational inequalities 17:25 - 18:40 Contributed session Mo3: Convex Analysis (Room A; chair: Rolando Gárciga) • 17:25 - 17:50 Juan Enrique Martı́nez-Legaz, Universidad Autónoma de Barcelona, Barcelona, Spain, [email protected] Motzkin decomposition of closed convex sets • 17:50 - 18:15 Marc Lassonde, Université des Antilles et de la Guyane, Pointe à Pitre, Guadeloupe, France, [email protected] Florence Jules, Université des Antilles et de la Guyane, Pointe à Pitre, Guadeloupe, France, [email protected] Subdifferential estimate of the classical directional derivative for lower semicontinuous functions iii Monday, July 13 • 18:15 - 18:40 Ademir Alves Ribeiro, Universidade Federal de Paraná, Curitiba, Brazil, [email protected] Elizabeth W. Karas, Universidade Federal de Paraná, Curitiba, Brazil, [email protected] Wilfredo Sosa, Instituto de Matemática y Ciencias Afines, Lima, Peru, [email protected] Yuan Jin Yun, Universidade Federal de Paraná, Curitiba, Brazil, [email protected] An extension of Fenchel’s conjugation 17:25 - 18:40 Contributed session Mo4: Newton Method and Variants (Room B; chair: Walter Mascarenhas) • 17:25 - 17:50 Marı́a Cristina Maciel, Universidad Nacional del Sur, Bahı́a Blanca, Argentina, [email protected] Marı́a Gabriela Eberle, Universidad Nacional del Sur, Bahı́a Blanca, Argentina, [email protected] A globalized Newton’s method for minimizing matrix functions • 17:50 - 18:15 Paulo J. Silva e Silva, Universidade de São Paulo, São Paulo, Brazil, [email protected] Walter Mascarenhas, Universidade de São Paulo, São Paulo, Brazil, [email protected] Roberto Cominetti, Universidad de Chile, Santiago, Chile, [email protected] A semismooth Newton method for the continuous quadratic knapsack problem • 18:15 - 18:40 Roberto Andreani, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Ellen H. Fukuda, Universidade de São Paulo, São Paulo, Brazil, [email protected] Paulo J. Silva e Silva, Universidade de São Paulo, São Paulo, Brazil, [email protected] A Gauss-Newton-type method for differentiable exact penalties iv Tuesday, July 14 8:30 - 9:15 Plenary talk TuP1 (Auditorium; chair: Ana Friedlander) Andreas Griewank, Humboldt Universität, Berlin, Germany, [email protected] Constrained optimization by low rank updating 9:15 - 9:45 Coffee break 9:45 - 10:30 Plenary talk TuP2 (Auditorium; chair: Luis Mauricio Graña Drummond) Regina S. Burachik, University of South Australia, Adelaide, Australia, [email protected] Alfredo N. Iusem, IMPA, Rio de Janeiro, Brazil, [email protected] Jefferson G. Melo, IMPA, Rio de Janeiro, Brazil, [email protected] A primal-dual modified subgradient algorithm with Augmented Lagrangians 11:00 - 11:45 Plenary talk TuP3 (Auditorium; chair: Carlos Humes Jr.) Clovis Gonzaga, Universidade Federal de Santa Catarina, Florianópolis, Brazil, [email protected] Elizabeth W. Karas, Universidade Federal de Paraná, Curitiba, Brazil, [email protected] Nesterov’s optimal descent method for differentiable convex functions and extensions. 11:45 - 14:00 Lunch 14:00 - 15:40 Contributed session Tu1: Optimization in Riemannian Manifolds and Equilibrium Problems (Room A; chair: Luis Román Lucambio Pérez) • 14:00 - 14:25 Susana Scheimberg, Universidade Federal de Rio de Janeiro, Rio de Janeiro, Brazil, [email protected] Paulo S. dos Santos, Universidade Federal do Piauı́, Brazil, [email protected] An inexact projection method for an equilibrium problem in a Hilbert space • 14:25 - 14:50 Alfredo N. Iusem, IMPA, Rio de Janeiro, Brazil, [email protected] Gábor Kassay, Babes-Bolyai University, Cluj, Romania, [email protected] Wilfredo Sosa, Instituto de Matemática y Ciencias Afines, Lima, Peru, [email protected] An existence result for equilibrium problems with some surjectivity consequences v Tuesday, July 14 • 14:50 - 15:15 Glaydston C. Bento, Universidade Federal de Goiás, Goiânia, Brazil, [email protected] Orizon P. Ferreira, Universidade Federal de Goiás, Goiânia, Brazil, [email protected] Paulo Roberto de Oliveira, Universidade Federal de Rio de Janeiro, Rio de Janeiro, Brazil, [email protected] Local convergence of the proximal point method for a special class of nonconvex functions on Hadamard manifolds • 15:15 - 15:40 Erik A. Papa Quiroz, Universidad Nacional Mayor de San Marcos, Lima, Peru, [email protected] Bregman proximal algorithms for solving variational inequality problems on Riemannian manifolds 14:00 - 15:40 Contributed session Tu2: Engineering and Economic Applications I (Room B; chair: Fernanda Raupp) • 14:00 - 14:25 Luiz Augusto Barroso, PSR Consultoria, Rio de Janeiro, Brazil, [email protected] Márcia Helena Costa Fampa, Universidade Federal de Rio de Janeiro, Rio de Janeiro, Brazil, [email protected] Juliana Pontes Lima, Universidade Federal de Rio de Janeiro, Rio de Janeiro, Brazil, [email protected] Allocation of firm-energy rights among hydro agents • 14:25 - 14:50 Vincent Guigues, IMPA, Rio de Janeiro, Brazil, [email protected] Claudia Sagastizábal, Centro de Pesquisas de Energia Elétrica, Rio de Janeiro, Brazil, [email protected] Risk-averse adaptive strategies for large-scale multistage stochastic linear programming • 14:50 - 15:15 Birgit Rudloff, Princeton University, Princeton, USA, [email protected] Hedging under proportional transaction costs vi Tuesday, July 14 • 15:15 - 15:40 Diana Carolina López Cárdenas, Ecopetrol, Bucaramanga, Colombia, [email protected] Impact of the crude pre-heating trains in the optimization of a crude distillation unit system 15:40 - 16:10 Coffee break 16:10 - 16:55 Plenary talk TuP4 (Auditorium; chair: Yuan Jin Yun) Terry Rockafellar, University of Washington, Seattle, USA, [email protected] Approaches to risk in optimization under uncertainty 17:25 - 18:40 Contributed session Tu3: Optimal Control (Room A; chair: Mostafa Nasri) • 17:25 - 17:50 Henri Bonnel, Université de la Nouvelle Calédonie, Nouméa, New Caledonia, France, [email protected] C. Yalçin Kaya, University of South Australia, Adelaide, Australia, [email protected] Optimization over the efficient set of multi-objective convex optimal control problems • 17:50 - 18:15 Laura S. Aragone, Universidad Nacional de Rosario, Rosario, Argentina, [email protected] Elina M. Mancinelli, Universidad Nacional de Rosario, Rosario, Argentina, [email protected] Gabriela F. Reyero, Universidad Nacional de Rosario, Rosario, Argentina, [email protected] Numerical solution of a minimax optimal control problem using the Pontryagin maximum principle • 18:15 - 18:40 Olga Vasilieva, Universidad del Valle, Cali, Colombia, [email protected] Application of parametric optimization techniques for optimal control vii Tuesday, July 14 17:25 - 18:40 Contributed session Tu4: Linearly and Cone Constrained Optimization (Room B; chair: Maria A. Diniz-Ehrhardt) • 17:25 - 17:50 Marina Andretta, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Ernesto G. Birgin, Universidade de São Paulo, São Paulo, Brazil, [email protected] José Mario Martı́nez, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Partial spectral projected gradient method with active-set strategy for linearly constrained optimization • 17:50 - 18:15 Roberto Andreani, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Sandra A. Santos, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Wesley Vagner I. Shirabayashi, Universidade Estadual de Maringá, Maringá, Brazil, [email protected] A predictor-corrector method for the Generalized Nonlinear Complementarity Problem in polyhedral cones • 18:15 - 18:40 Mauricio Romero Sicre, Universidade Federal de Bahia, Salvador, Brazil, [email protected] Benar F. Svaiter, IMPA, Rio de Janeiro, Brazil, [email protected] A hybrid predictor-corrector-proximal-point method for the linear monotone complementarity problem 21:00 - 21:30 Informal talk by Yuan Jin Yun (Auditorium) 21:30 - 23:00 Concert by (Kiosque do Manguezal) Wednesday, July 15 Excursion to Paraty Buses will leave at 9:00 A.M. viii Thursday, July 16 8:30 - 9:15 Plenary talk ThP1 (Auditorium; chair: Mikhail Solodov) Alexei Izmailov, Moscow State University, Moscow, Russia, [email protected] Mikhail Solodov, IMPA, Rio de Janeiro, Brazil, [email protected] On critical Lagrange multipliers 9:15 - 9:45 Coffee break 9:45 - 10:30 Plenary talk ThP2 (Auditorium; chair: Claudia Sagastizábal) Alberto Seeger, Université de Avignon, Avignon, France, [email protected] Eigenvalue analysis of linear complementarity systems 11:00 - 11:45 Plenary talk ThP3 (Auditorium; chair: Damián Fernández) Aris Daniilidis, Universidad Autónoma de Barcelona, Barcelona, Spain, [email protected] Claudia Sagastizábal, Centro de Pesquisas de Energia Elétrica, Rio de Janeiro, Brazil, [email protected] Mikhail Solodov, IMPA, Rio de Janeiro, Brazil, [email protected] Identifying structure of nonsmooth convex functions by the bundle technique 11:45 - 14:00 Lunch 14:00 - 15:40 Contributed session Th1: Vector and Multicriteria Optimization (Room A; chair: Orizon Pereira Ferreira) • 14:00 - 14:25 Ellen H. Fukuda, Universidade de São Paulo, São Paulo, Brazil, [email protected] Luis Mauricio Graña Drummond, Universidade Federal de Rio de Janeiro, Rio de Janeiro, Brazil, [email protected] A projected gradient method for vector optimization with relative error and inexact line searches • 14:25 - 14:50 Rolando Gárciga, Universidade Federal de Rio de Janeiro, Rio de Janeiro, Brazil, [email protected] Luis Mauricio Graña Drummond, Universidade Federal de Rio de Janeiro, Rio de Janeiro, Brazil, [email protected] Fernanda Raupp, Pontifı́cia Universidade Católica, Rio de Janeiro, Brazil, [email protected] Benar F. Svaiter, IMPA, Rio de Janeiro, Brazil, [email protected] A quasi-Newton algorithm for multiobjective optimization ix Thursday, July 16 • 14:50 - 15:15 Luis Román Lucambio Pérez, Universidade Federal de Goiás, Goiânia, Brazil, [email protected] Conjugate directions in multicriteria optimization • 15:15 - 15:40 José Fernández Hernández, Universidad de Murcia, Murcia, Spain, [email protected] Boglárka Toth, Budapest University of Technology and Economics, Budapest, Hungary, [email protected] A reliable method for obtaining the complete weakly efficient set of nonlinear biobjective optimization problems 14:00 - 15:40 Contributed session Th2: Computational Optimization: Trust Region and SQP Methods (Room B; chair: Roberto Andreani) • 14:00 - 14:25 Ernesto G. Birgin, Universidade de São Paulo, São Paulo, Brazil, [email protected] Emerson V. Castelani, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] André Luı́s M. Martinez, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] José Mario Martı́nez, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Outer Trust-Region method for constrained optimization • 14:25 - 14:50 Ademir Alves Ribeiro, Universidade Federal de Paraná, Curitiba, Brazil, [email protected] Elizabeth W. Karas, Universidade Federal de Paraná, Curitiba, Brazil, [email protected] José Mario Martı́nez, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] A trust region algorithm for optimization without derivatives • 14:50 - 15:15 Damián Fernández, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] A quasi-Newton strategy for the stabilized sequential quadratic programming method for variational inequality and optimization problems. x Thursday, July 16 • 15:15 - 15:40 Véra Lucia da Rocha Lopes, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Luziane F. de Mendonça, Universidade Federal de Rio de Janeiro, Rio de Janeiro, Brazil, [email protected] Attitude control problems by Sequential Quadratic Programming 15:40 - 16:10 Coffee break 16:10 - 16:55 Plenary talk ThP4 (Auditorium; chair: Regina S. Burachik) Hedy Attouch, Université de Montpelier II, Montpelier, France, [email protected] Augmented Lagrangian and splitting proximal algorithms for variational inequalities: applications to dynamical games, PDE’s and optimal control 17:25 - 18:40 Contributed session Th3: Set-Valued Operators (Room A; chair: Wilfredo Sosa) • 17:25 - 17:50 Maicon Marques Alves, IMPA, Rio de Janeiro, Brazil, [email protected] Benar F. Svaiter, IMPA, Rio de Janeiro, Brazil, [email protected] Convex representations of maximal monotone operators in nonreflexive Banach spaces • 17:50 - 18:15 Eladio Ocaña, Instituto de Matemática y Ciencias Afines, Lima, Peru, [email protected] Maximality and continuity • 18:15 - 18:40 Yboon Garcı́a, Universidad de Chile, Santiago, Chile, [email protected] Daniel Aussel, Université de Perpignan, France, [email protected] Nicolas Hadjisavvas, University of the Aegean, Greece, [email protected] Single-directional property of multivalued maps and lack of metric xi Thursday, July 16 17:25 - 18:40 Contributed session Th4: Computational Optimization: Other Methods (Room B; chair: Véra Lucia da Rocha Lopes) • 17:25 - 17:50 Claudia Sagastizábal, Centro de Pesquisas de Energia Elétrica, Rio de Janeiro, Brazil, [email protected] William Hare, University of British Columbia, Okanagan, Canada, [email protected] Bundle methods for nonconvex optimization • 17:50 - 18:15 Márcia A. Gomes-Ruggiero, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Mael Sachine, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Sandra A. Santos, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] On the method of Moving Asymptotes for structural optimization: a relaxed and globally convergent version • 18:15 - 18:40 Maria A. Diniz-Ehrhardt, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Véra Lucia da Rocha Lopes, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Derivative-free optimization 20:45 Workshop Dinner at La Pignatta Restaurant, Paraty Buses will leave at 19:45. xii Friday, July 17 8:30 - 9:15 Plenary talk FrP1 (Auditorium; chair: Benar Fux Svaiter) Jonathan Eckstein, Rutgers University, New Brunswick, USA, [email protected] Paulo J. Silva e Silva, Universidade de São Paulo, São Paulo, Brazil, [email protected] Proximal methods for nonlinear programming: double regularization and inexact subproblems 9:15 - 9:45 Coffee break 9:45 - 10:30 Plenary talk FrP2 (Auditorium; chair: Clovis Gonzaga) Renato Monteiro, Georgia Institute of Technology, Atlanta, USA, [email protected] On the complexity of the hybrid proximal extragradient method for the iterates and the ergodic mean 11:00 - 11:45 Plenary talk FrP3 (Auditorium; chair: Elizabeth W. Karas) Yuan Jin Yun, Universidade Federal de Paraná, Curitiba, Brazil, [email protected] Preconditioned iterative methods for solving indefinite problems 11:45 - 14:00 Lunch 14:00 - 15:40 Contributed session Fr1: Theoretical Advances (Room A; chair: Sandra A. Santos) • 14:00 - 14:25 Andreas H. Hamel, Princeton University, Princeton, USA, [email protected] Convex analysis for set and vector valued functions • 14:25 - 14:50 Walter Mascarenhas, Universidade de São Paulo, São Paulo, Brazil, [email protected] A topological Mountain Pass Lemma and its implications regarding the uniqueness of constrained minimizers • 14:50 - 15:15 Roberto Andreani, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] Eugenio Echagüe, Universidad Nacional de La Plata, La Plata, Argentina, [email protected] Marı́a Laura Schuverdt, Universidad Nacional de La Plata, La Plata, Argentina, [email protected] The Constant Rank Condition is a second order constraint qualification xiii Friday, July 17 • 15:15 - 15:40 Roberto Andreani, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] José Mario Martı́nez, Universidade Estadual de Campinas, Campinas, Brazil, [email protected] G. Haeser, Universidad Estadual de Campinas, Campinas, Brazil, [email protected] On generalizations of the AGP optimality condition 14:00 - 15:15 Contributed session Fr2: Discrete Optimization (Room B; chair: Márcia Helena Costa Fampa) • 14:00 - 14:25 Irene Loiseau, Universidad de Buenos Aires, Buenos Aires, Argentina, [email protected] The bounded cycle cover problem • 14:25 - 14:50 Nair Maria Maia de Abreu, Universidade Federal de Rio de Janeiro, Rio de Janeiro, Brazil, [email protected] Claudia M. Justel, Instituto Militar de Engenharia, Rio de Janeiro, Brazil, [email protected] Oscar Rojo, Universidad Catlica del Norte, Antofagasta, Chile, [email protected] Algebraic connectivity for classes of caterpillars • 14:50 - 15:15 Isabel Teixeira Matos, Universidade de Lisboa, Lisboa, Portugal, [email protected] Some completion problems 15:40 - 16:10 Coffee break 16:10 - 17:25 Contributed session Fr3: Least Squares, Generalized Distances and Inverse Problems (Room A; chair: Nélida Echebest) • 16:10 - 16:35 Hugo Scolnik, Universidad de Buenos Aires, Buenos Aires, Argentina, [email protected] Nélida Echebest, Universidad Nacional de La Plata, La Plata, Argentina, [email protected] Marı́a Teresa Guardarucci, Universidad Nacional de La Plata, La Plata, Argentina, [email protected] An incomplete oblique projections method for solving large-scale box constrained least squares problems xiv Friday, July 17 • 16:35 - 17:00 Rómulo Castillo, Universidad Centroocidental Lisandro Alvarado, Barquisimeto, Venezuela, [email protected] A generalized like-distance in convex programming • 17:00 - 17:25 Juan Alfredo Gómez, Universidad de La Frontera, Temuco, Chile, [email protected] Using different gradient formulae for inverse problems in ODE models 16:10 - 17:25 Contributed session Fr4: Engineering and Economic Applications II (Room B; chair: Paulo J. Silva e Silva) • 16:10 - 16:35 Jörg Fliege, University of Southampton, Southampton, England, [email protected] Computational optimization of wireless telecommunication networks • 16:35 - 17:00 Abdelghani A. Elimam, American University in Cairo, Cairo, Egypt, [email protected] Continuous optimization in improving productivity and capacity utilization in manufacturing of seasonal products • 17:00 - 17:25 Paulo Klinger Monteiro, Fundação Getúlio Vargas, Rio de Janeiro, Brazil, [email protected] Benar F. Svaiter, IMPA, Rio de Janeiro, Brazil, [email protected] Optimal auction with a general distribution: virtual valuation without a density xv