Ernesto G. Birgin Ernesto G. Birgin
Professor

Department of Computer Science
Institute of Mathematics and Statistics
University of São Paulo

Graduate in Computer Science, University of Buenos Aires, 1995. PhD in Applied Mathematics, State University of Campinas, 1998. Full Professor at the University of São Paulo.

Research interests: Linear and non-linear programming, numerical optimization, numerical linear algebra for optimization, computational differentiation, operational research, combinatorial optimization.

Member of the Continuous Optimization group at the Institute of Mathematics and Statistics of the University of São Paulo (in Portuguese).

Teaching, advisoring and Seminars (in Portuguese)

Software

Book

E. G. Birgin and J. M. Martínez, Practical Augmented Lagrangian Methods for Constrained Optimization, Society for Industrial and Applied Mathematics, Philadelphia, 2014.
E. G. Birgin and J. M. Martínez,
Practical Augmented Lagrangian Methods for Constrained Optimization, Society
for Industrial and Applied Mathematics, Philadelphia, 2014.

This book focuses on Augmented Lagrangian techniques for solving practical constrained optimization problems. The authors rigorously delineate mathematical convergence theory based on sequential optimality conditions and novel constraint qualifications; orient the book to practitioners by giving priority to results that provide insight on the practical behavior of algorithms and by providing geometrical and algorithmic interpretations of every mathematical result; and fully describe a freely available computational package for constrained optimization and illustrate its usefulness with applications.

Audience: This book is aimed at engineers, physicists, chemists, and other practitioners interested in full access to comprehensive and well-documented software for large-scale optimization as well as up-to-date convergence theory and its practical consequences. It will also be of interest to graduate and advanced undergraduate students in mathematics, computer science, applied mathematics, optimization, and numerical analysis.

Errata

Refereed publications

Other publications

Contact

Department of Computer Science
Institute of Mathematics and Statistics
University of São Paulo
Rua do Matão, 1010 - Cidade Universitária
05508-090, São Paulo, SP - Brazil
egbirgin at ime.usp.br

+55.11.3091.6135 (phone)
+55.11.3091.6134 (phone/fax)
+55.11.3814.4135 (fax)