Seminar series
Date
Thu, 19 Jun 2003
Time
14:00 -
15:00
Location
Rutherford Appleton Laboratory, nr Didcot
Speaker
Prof Philippe Toint
Organisation
University of Namur
A new filter method will be presented that attempts to find a feasible
point for sets of nonlinear sets of equalities and inequalities. The
method is intended to work for problems where the number of variables
or the number of (in)equalities is large, or both. No assumption is
made about convexity. The technique used is that of maintaining a list
of multidimensional "filter entries", a recent development of ideas
introduced by Fletcher and Leyffer. The method will be described, as
well as large scale numerical experiments with the corresponding
Fortran 90 module, FILTRANE.