Primal - Dual Algorithms for Nonlinear Optimization and their Applications
 


David Shanno | Rutgers University
address: RUTCOR, Rutgers University, New Brunswick, NJ 08903-5062
phone: 732.445.4858 | email: shanno@rutcor.rutgers.edu
website: http://rutcor.rutgers.edu/~shanno/


Title: Constraint relaxation and nonlinear programming

Abstract
The talk is concerned with recent work on constraint relaxation for nonlinear programming. Topics considered will include infeasibility detection, convergence to optima which do not satisify a constraint qualification, and warm starts for linear and nonlinear programming. Dynamic versus iterative methods for choice of the relaxation parameter will be discussed. Computational results will be included.