LANS Informal Seminar: Figen Oztoprak

Seminar Title: Nonlinear Programming Algorithms and Infeasibility Detection
Speaker: Figen Oztoprak, Northwestern University

Date/Time: 2010-11-17 15:00
Location: Bldg 240, 4301

Description:
In this study, we follow the insights we obtain from practical tests with a number of popular NLP solvers on a sample set of infeasible problem instances. We argue that efficient infeasibility detection requires mechanisms that are carefully designed and embedded to the overall solution methodologies. In particular, we examine two classes of nonlinear optimization algorithms, with two distinct approaches to handle infeasibility. First, we consider the interior point methods, and build an infeasibility detection mechanism based on a switching approach in which the algorithm is either in a feasibility mode or in an optimization mode. Second, we focus on the active set methods that gradually change their emphasis from optimality to feasibility through an exact penalty approach.