ICCOPT 2013 Talk, Auditorium B, Monday, July 29, 16:30-18:00

 Speaker: Frank E. Curtis, Lehigh University, USA
 Title: Sequential quadratic optimization with inexact subproblem solves
 Co-authors: Travis Johnson, Daniel P. Robinson, Andreas Waechter

 Abstract:
Scientific Program

We present a sequential quadratic optimization algorithm for solving nonlinear constrained optimization problems. The unique feature of the algorithm is that inexactness is allowed when solving the arising quadratic subproblems. Easily implementable inexactness criteria for the subproblem solver are established that ensure global convergence guarantees for the overall algorithm. This work represents a step toward scalable active-set methods for large-scale Nonlinear optimization.


 Talk in: Organized Session Mon.C.AB Nonlinear optimization III
 Cluster: Nonlinear optimization


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