##### Department of Mathematics,

University of California San Diego

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### Math 278 - Numerical Analysis Seminar

## Vyacheslav Kungurtsev

#### UCSD

## Flexible Penalty Methods for Nonlinear Optimization

##### Abstract:

Penalty functions and filter methods are two commonly-used algorithms for solving nonlinear constrained problems. In practice they suffer from a number of disadvantages that slow their convergence. Flexible penalty functions are an attempt to utilize the best characteristics of both and have been demonstrated to exhibit good global convergence properties.

### January 12, 2010

### 10:00 AM

### AP&M 2402

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