Flexible Penalty Methods for Nonlinear Optimization
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
Center for Computational Mathematics9500 Gilman Dr. #0112La Jolla, CA 92093-0112Tel: (858)534-9813