LANS Seminar/Blackboard Talk

Seminar Title: Raiders of the lost penalty function

Speaker: Sven Leyffer, Senior Computational Mathematician/Deputy Director, MCS, Argonne Naitonal Laboratory

Date: Thursday, July 3, 2025

Time: 2:30 PM-3:30 PM (In-Person)

Location: Hybrid, Bldg. 240, Conference Room 4301

Description: Nonlinearly constrained optimization methods require a globalization strategy to ensure convergence from remote starting points. During the 1970s hay days of constrained optimization, many globalization strategies were proposed including the famous barrier function and the exact penalty function. At the time, many lesser-known cousins of these functions were discarded due to numerical issues. Recently, the Indiana Jones of optimization (aka Nick Gould) found an old map of these functions, and became fascinated by the exponential penalty function that has some favorable theoretical properties. In this blackboard talk, we will introduce the exponential penalty function, discuss its many scary numerical features, and share some of its fascinating properties.

Bio: Sven Leyffer joined the Mathematics and Computer Science Division at Argonne in 2002, where he is now a senior computational mathematician. Sven is a SIAM Fellow, and a senior fellow of the University of Chicago/Argonne Computation Institute.  He is the current SIAM President and serves on the editorial boards of Computational Optimization and Applications, and Mathematics of Computation. In 2006, Leyffer (along with two colleagues) received the Lagrange Prize in Continuous Optimization, which is awarded only once every 3 years. In 2016, he received the Farkas Prize from the INFORMS Optimization Society. Leyffer obtained his Ph.D. in 1994 from the University of Dundee, Scotland, and held postdoctoral research positions at Dundee, Argonne, and Northwestern University

Please note that the meeting URL for this event can be seen on the cels-seminars website which requires an Argonne login.