3 papers
math.OC2025
Exploiting cone approximations in an augmented Lagrangian method for conic optimization
Mituhiro Fukuda, Walter Gómez, Gabriel Haeser +1
We propose an algorithm for general nonlinear conic programming which does not require the knowledge of the full cone, but rather a simpler, more tractable, approximation of it. We…
math.OC2025
A Jacobi-type Newton method for Nash equilibrium problems with descent guarantees
Oliver Kolossoski, LuÃs Felipe Bueno, Gabriel Haeser
A common strategy for solving an unconstrained two-player Nash equilibrium problem with continuous variables is applying Newton's method to the system of nonlinear equations obtain…
math.OC2024
A minimal face constant rank constraint qualification for reducible conic programming
Roberto Andreani, Gabriel Haeser, Leonardo M. Mito +1
In a previous paper [R. Andreani, G. Haeser, L. M. Mito, H. RamÃrez, T. P. Silveira. First- and second-order optimality conditions for second-order cone and semidefinite programmi…