ICCOPT 2013 Talk, Room 1.3, Monday, July 29, 16:30-18:00

 Speaker: Sven Leyffer, Argonne National Laboratory, USA
 Title: New augmented Lagrangian filter methods


 Abstract:
Scientific Program

We present a new two-phase augmented Lagrangian filter method that has the potential to exploit scalable parallel subproblem solvers. In the first phase, we approximately minimize the augmented Lagrangian to estimate the optimal active set. In the second phase, we solve an equality-constrained QP. An augmented Lagrangian filter determines the accuracy of the augmented Lagrangian minimization and ensures global convergence. We present a convergence analysis and preliminary numerical results.


 Talk in: Session Mon.C.13 Augmented Lagrangian methods for nonlinear optimization
 Cluster: Nonlinear optimization


 Go to: Mon.C
 Go to: unframed Scientific Program

 Go to: ICCOPT 2013 Main Webpage