ALGORITMO PONTO PROXIMAL VALUE AT RISK SECOND ORDEN CONDITION DISCRETE TIME SYSTEMS NONLINEAR PROGRAMMING C,M- STATIONARY MINIMIZATION WHIT EQUILIBRIUM CONSTRAINT ROBUST CONTROL AND FILTERING ORDER VALUE OPTIMIZATION LINEAR PROGRAMMING NUMERICAL METHODS CONSTRAINT QUALIFICATION PROGRAMAÇÃO CONICA MATHEMATICAL PROGRAMMING WITH EQUILIBRIUM CONSTRAI CONDIÇÃO KKT LINEAR SYSTEMS DESCENSO COORDENADO COMPLEXIDADE SWITCHED SYSTEMS LAGRANGIANOS AUMENTADOS LINEAR MATRIX INEQUALITIES - LMI