Seminars & Events

LANS Informal Seminar
"Nonmonotone Filter Methods"

DATE: June 20, 2007
TIME: 10:30am
SPEAKER: Sven Leyffer, MCS
LOCATION: Building 221, A-261, Argonne

Description:
Filter methods are used to promote convergence of Newton methods for constrainted optimization problems. A filter accepts Newton steps that either decrease the objective function or reduce the violation of the constraints. We briefly review the basic concepts underlying filter methods, and then present a new nonmonotone or shadow filter.

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