Filter methods for nonlinear problems

Project: Research

Description

Study of the convergence properties (both theoretical and numerical) of algorithms based on filters for the solution of nonlinear problems. This notion, introduced by Fletcher and Leyffer, frees the algorithm designer from the monotonicity constraints that are common in classical approaches. It also suggests practical new methods that appear to be very efficient for solving optimization problems as well as systems of algebraic equations.
StatusFinished
Effective start/end date2/02/0231/08/11

Keywords

  • numerical experiment
  • algorithm
  • Optimization
  • convergence