Leandro F. Prudente

Associate professor at Institute of Mathematics and Statistics of Federal University of Goias (UFG).
Undergraduate degree (2006) in Mathematics, Master's degree (2009) and Ph.D. (2012) in Applied Mathematics from Institute of Mathematics, Statistics and Computing Science (IMECC) of University of Campinas (UNICAMP).
Research interests: nonlinear programming, multiobjective optimization, numerical optimization, numerical linear algebra for optimization.

 

Contact:
Campus II, 74690-900, Goiânia, GO - Brazil 
Phone: +55 62 3521-1208
e-mail: lfprudente(at)ufg.br

Softwares

Refereed publications

  1. Y. Bello Cruz, J. G. Melo, L. F. Prudente, and R. V. G. Serra, A proximal gradient method with an explicit line search for multiobjective optimization, submitted, 2024. [Codes]
  2. L. F. Prudente and D. R. Souza, Global convergence of a BFGS-type algorithm for nonconvex multiobjective optimization problems, Computational Optimization and Applications, pp. 1-39, 2024. [PDF - Codes]
  3. P. B. Assunção, O. P. Ferreira, and L. F. Prudente, A generalized conditional gradient method for multiobjective composite optimization problems, Optimization, pp. 1-31, 2023. [PDF - Codes]
  4. A. A. Aguiar, O. P. Ferreira, and L. F. Prudente, Inexact gradient projection method with relative error tolerance, Computational Optimization and Applications 84(2), pp. 363-395, 2023. [PDF - Codes]
  5. M. L. N. Gonçalves, F. S. Lima, and L. F. Prudente, Globally convergent Newton-type methods for multiobjective optimization, Computational Optimization and Applications 83(2), pp. 403-434, 2022. [PDF - Codes]
  6. L. F. Prudente and D. R. Souza, A quasi-Newton method with Wolfe line searches for multiobjective optimization, Journal of Optimization Theory and Applications 194, pp. 1107-1140, 2022. [PDF - Codes]
  7. M. L. N. Gonçalves, F. S. Lima, and L. F. Prudente, A study of Liu-Storey conjugate gradient methods for vector optimization, Applied Mathematics and Computation 425, pp. 127099, 2022. [PDF]
  8. O. P. Ferreira, M. V. Lemes, and L. F. Prudente, On the inexact scaled gradient projection method, Computational Optimization and Applications 81(1), pp. 91-125, 2022. [PDF - Codes]
  9. A. A. Aguiar, O. P. Ferreira, and L. F. Prudente, Subgradient method with feasible inexact projections for constrained convex optimization problems, Optimization 71(12), pp. 3515-3537, 2022. [PDF - Codes]
  10. R. Díaz Millán, O. P. Ferreira, and L. F. Prudente, Alternating conditional gradient method for convex feasibility problems, Computational Optimization and Applications 80(1), pp. 245-269, 2021. [PDF - Codes]
  11. P. B. Assunção, O. P. Ferreira, and L. F. Prudente, Conditional gradient method for multiobjective optimization, Computational Optimization and Applications 78(3), pp. 741-768, 2021. [PDF - Codes]
  12. M. L. N. Gonçalves and L. F. Prudente, On the extension of the Hager-Zhang conjugate gradient method for vector optimization, Computational Optimization and Applications 76(3), pp. 889-916, 2020. [PDF - Codes]
  13. O. P. Ferreira, M. S. Louzeiro, and L. F. Prudente, Iteration-complexity and asymptotic analysis of steepest descent method for multiobjective optimization on Riemannian manifolds, Journal of Optimization Theory and Applications 184, pp. 507-533, 2020. [PDF - Codes]
  14. L. R. Lucambio Pérez and L. F. Prudente, A Wolfe line search algorithm for vector optimization, ACM Transactions on Mathematical Software 45(4), pp. 37:1-23, 2019. [PDF - Codes]
  15. O. P. Ferreira, M. S. Louzeiro, and L. F. Prudente, Gradient Method for Optimization on Riemannian Manifolds with Lower Bounded Curvature, SIAM Journal on Optimization 29(4), pp. 2517-2541, 2019. [PDF - Codes]
  16. O. P. Ferreira, M. S. Louzeiro, and L. F. Prudente, Iteration-Complexity of the Subgradient Method on Riemannian Manifolds with Lower Bounded Curvature, Optimization 68(4), pp. 713-729, 2019. [PDF]
  17. L. R. Lucambio Pérez and L. F. Prudente, Nonlinear Conjugate Gradient Methods for Vector Optimization, SIAM Journal on Optimization 28(3), pp. 2690-2720, 2018. [PDF - Codes] 
  18. J. Y. Bello Cruz, O. P. Ferreira, S. Z. Németh, and L. F. Prudente, 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. [PDF - Codes]
  19. J. Y. Bello Cruz, O. P. Ferreira, and L. F. Prudente, 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. [PDF - Codes]
  20. M. L. N. Gonçalves, J. G. Melo, and L. F. Prudente, Augmented Lagrangian methods for nonlinear programming with possible infeasibility, Journal of Global Optimization 63(2), pp. 297-318, 2015. [PDF]
  21. E. G. Birgin, J. M. Martínez, and L. F. Prudente, Optimality properties of an augmented Lagrangian method on infeasible problems, Computational Optimization and Applications 60(3), pp. 609-631, 2015. [PDF]
  22. E. G. Birgin, J. M. Martínez, and L. F. Prudente, Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming, Journal of Global Optimization 58(2), pp. 207-242, 2014. [PDF]
  23. J. M. Martínez and L. F. Prudente, Handling infeasibility in a large-scale nonlinear optimization algorithm, Numerical Algorithms 60(2), pp. 263-277, 2012. [PDF]

Chapter of Books

  1. O. P. Ferreira, M. S. Louzeiro, and L. F. Prudente, First Order Methods for Optimization on Riemannian Manifolds. In: Grohs P., Holler M., Weinmann A. (eds) Handbook of Variational Methods for Nonlinear Geometric Data. 1ed.: Springer International Publishing, pp. 499-525, 2020.

 Other publications

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