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  • Leandro F. Prudente

    Graduate (2006) in Mathematics, Master (2009) and Ph.D. (2012) in Applied Mathematics from Institute of Mathematics, Statistics and Computing Science (IMECC) of 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)