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比利时vs摩洛哥足彩 ,
university of california san diego

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center for computational mathematics seminar

philip gill

ucsd

a primal-dual interior method for nonlinear optimization

abstract:

interior methods provide an effective approach for the treatment of inequality constraints in nonlinearly constrained optimization. a new primal-dual interior method is proposed that has favorable global convergence properties, yet, under suitable assumptions, is equivalent to the conventional path-following interior method in the neighborhood of a solution. the method may be combined with a primal-dual shifted penalty function for the treatment of equality constraints to provide a method for general optimization problems with a mixture of equality and inequality constraints.

october 10, 2017

11:00 am

ap&m 2402

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