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Directors:
Randolph E. Bank
Philip E. Gill
Michael Holst

Administrative Contact:
Terry Le

Office: AP&M 7431
Phone: (858)534-9813
Fax: (858)534-5273
E-mail: tele@ucsd.edu
Flexible Penalty Methods for Nonlinear Optimization

Slava Kungertsev
UCSD

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.

Tuesday, January 12, 2010
11:00AM AP&M 2402