Incorporating Boundary Information into the Search Direction
Speaker:
Amr El-Bakry
Date and Time:
Thursday, May 23, 2002 - 2:00pm to 3:00pm
Location:
Fields Institute, Room 230
Abstract:
Optimization methods for inequality constrained optimization problems attempts to incorporate constraints' information into the search direction in a variety of ways. Interior-point methods incorporate constraint information by including a barrier term or by using the complementarity equations in the KKT system. In this talk a different approach will be presented to build constraints' information directly in by the use of "nonlinear scaling". The resulting first and second order search directions will be discussed and preliminary numerical results will be presented.