One of the main concerns
related with this project includes a
theoretical analysis of convergence
properties of the developed primal-dual
interior point filter line search method,
and the efficient handling of
large-scale problems, requiring research
on numerical linear algebra issues, like
systems stability and fill in. The other
interest is to further explore the
inexact restoration technique based on a
filter line search methodology. In both
cases, extensive comparative tests and
improvements in the resulting software
will follow. Optimization problem design
will be explored in other engineering
areas. |
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