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  • Leandro F. Prudente

    Graduate (2006) in Mathematics, Master (2009) and Ph.D. (2012) in Applied Mathematics from State University of Campinas (UNICAMP).
    Research interests:  non-linear programming, numerical optimization, numerical linear algebra for optimization.

     

    Contact:
    Campus II, 74690-900, Goiânia, GO - Brazil 
    Phone: +55 62 3521-1208

    Preprint
    1. Lucambio Pérez, L. R.; Prudente, L. F. Non-linear conjugate gradient methods for vector optimization, 2017. [Codes]

    Refereed publications (Scholar Google Citation)

    1. Bello Cruz, J. Y.; Ferreira, O. P.; Németh, S. Z.; Prudente, L. F., A semi-smooth Newton method for projection equations and linear complementarity problems with respect to the second order cone. Linear Algebra and its Applications 513, pp. 160-181, 2017. 
    2. Bello Cruz, J. Y.; Ferreira, O. P.; Prudente, L. F., On the global convergence of the inexact semi-smooth Newton method for absolute value equation. Computational Optimization and Applications 65(1), pp. 93-108, 2016.
    3. Gonçalves, M. L. N.; Melo, J. G.; Prudente, L. F., Augmented Lagrangian methods for nonlinear programming with possible infeasibility. Journal of Global Optimization 63(2), pp. 297-318, 2015.
    4. Birgin, E. G.; Martínez, J. M.; Prudente, L. F., Optimality properties of an augmented Lagrangian method on infeasible problems. Computational Optimization and Applications 60(3), pp. 609-631, 2015.
    5. Birgin, E. G.; Martínez, J. M.; Prudente, L. F., Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming. Journal of Global Optimization 58(2), pp. 207-242, 2014.
    6. Martínez, J. M.; Prudente, L. F., Handling infeasibility in a large-scale nonlinear optimization algorithm. Numerical Algorithms 60(2), pp. 263-277, 2012.

     Other publications

    1. Ph. D. Thesis: Prudente, L. F., Inviabilidade em métodos de Lagrangiano aumentado, 2012. (Advisor: José Mario Martínez)
    2. Master Thesis: Prudente, L. F., Estimação da superfície de volatilidade dos ativos através da equação de Black-Scholes generalizada, 2009.  (Advisor: José Mario Martínez)