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LANS Informal Seminar: Sven Leyffer
June 20, 2007 @ 10:30 CDT
Seminar Title: Nonmonotone Filter Methods
Speaker: Sven Leyffer, MCS
Date/Time: 2007-06-20 10:30
Location: Building 221, A-261
Description:
Filter methods are used to promote convergence of Newton methods for constrainted optimization problems. A filter accepts Newton steps that either decrease the objective function or reduce the violation of the constraints. We briefly review the basic concepts underlying filter methods, and then present a new nonmonotone or shadow filter.