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Department of Mathematics,
University of California San Diego

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Math 278 - Numerical Analysis Seminar

Vyacheslav Kungurtsev

UCSD

Flexible Penalty Methods for Nonlinear Optimization

Abstract:

Penalty functions and filter methods are two commonly-used algorithms for solving nonlinear constrained problems. In practice they suffer from a number of disadvantages that slow their convergence. Flexible penalty functions are an attempt to utilize the best characteristics of both and have been demonstrated to exhibit good global convergence properties.

January 12, 2010

10:00 AM

AP&M 2402

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