Palavra-chave: MATHEMATICAL PROGRAMMING

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