Svenis nonlinear optimization
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Svenis Nonlinear Optimization. filter methods for nonlinear optimization large scale trust-region SQP method progress if objective or constraint reduction new iterative QP methods [Michael] mixed integer nonlinear optimization branch-and-bound solver; metaNEOS

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Svenis Nonlinear Optimization

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Svenis nonlinear optimization

Svenis Nonlinear Optimization

  • filter methods for nonlinear optimization

    • large scale trust-region SQP method

    • progress if objective or constraint reduction

    • new iterative QP methods [Michael]

  • mixed integer nonlinear optimization

    • branch-and-bound solver; metaNEOS

    • develop branch-and-cut ideas (COIN-OR)


Svenis nonlinear optimization1

Svenis Nonlinear Optimization

  • optimization & equilibrium constraints

    • violateconstraint qualification

    • SQP methods very successful

    • extend to interior point methods [Gabo]

    • application in power industry [Todd]

  • EPEC

    • novel area (multi-leader follower games)

    • extend NLP ideas [Todd]


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