J
José Mario Martínez
Researcher at State University of Campinas
Publications - 265
Citations - 16883
José Mario Martínez is an academic researcher from State University of Campinas. The author has contributed to research in topics: Nonlinear programming & Constrained optimization. The author has an hindex of 51, co-authored 263 publications receiving 14041 citations. Previous affiliations of José Mario Martínez include Spanish National Research Council & Universidad del Desarrollo.
Papers
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On the use of third-order models with fourth-order regularization for unconstrained optimization
TL;DR: The present paper addresses the issue of defining a reliable algorithm for the case of p = 3 and proposes a specific algorithm and shows numerical experiments.
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Minimization of Discontinuous Cost Functions by Smoothing
TL;DR: In this paper, the minimization of functions that include discontinuous costs is considered and sufficient conditions are introduced under which a smoothing scheme converges to the solution of the original problem.
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Low order-value approach for solving VaR-constrained optimization problems
TL;DR: Different algorithms for practical solution of this LOVO problem with constraints given by Low order-value functions will be presented and portfolio optimization problems with transaction costs will be solved.
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Quasi-inexact-Newton methods with global convergence for solving constrained nonlinear systems
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Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
TL;DR: The adaptive algorithm allows the augmented Lagrangian subproblems to be solved without requiring unnecessary potentially high precisions in the intermediate steps of the method, which improves the overall efficiency.