LANS Informal Seminar
"Nonmonotone Filter Methods"
DATE: June 20, 2007
TIME: - Description:
SPEAKER: Sven Leyffer, MCS
LOCATION: Building 221, A-261, Argonne
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.
Please send questions or suggestions to Debojyoti Ghosh: ghosh at mcs dot anl dot gov.