Nonmonotone Filter Methods

Event Sponsor: 
LANS Informal Seminar
Start Date: 
Jun 20 2007 (All day)
Building/Room: 
Building 221, A-261
Location: 
Argonne
Speaker(s): 
Sven Leyffer
Speaker(s) Title: 
MCS
Host: 

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.

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