Tuesday, 15:15 - 15:40 h, Room: H 0110

 

Nicholas Gould
SQP Filter methods without a restoration phase

Coauthors: Sven Leyffer, Yueling Loh, Daniel Robinson

 

Abstract:
We consider Filter SQP methods in which regularization is
applied explicitly rather than via a trust-region, as
suggested by Gould, Leyffer et al. in 2006. Our goal is
to provide an alternative to the unattractive "restoration''
phase that is needed to unblock iterates that become trapped
by the filter. We will consider two alternatives. In the first,
the model problem itself gives precedence to improving feasibility
and this naturally leads to unblocking. In the second, the filter
envelope is "tilted'' to allow more room for improvement, and
if this fails to unblock, the filter itself is disregarded
and progress towards optimality guided by an overall merit
function. All of this is somewhat speculative at this stage.

 

Talk 1 of the invited session Tue.3.H 0110
"Recent advances in nonlinear optimization" [...]
Cluster 16
"Nonlinear programming" [...]

 

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