Title : Incorporating Boundary Information into the Search Direction

Abstract:
Optimization methods for inequality constrained optimization problems
attempts to incorporate constraints' information into the search direction
in a variety of ways. Interior-point methods incorporate constraint
information by including a barrier term or by using the complementarity
equations in the KKT system. In this talk a different approach will be
presented to build constraints' information directly in by the use of
"nonlinear scaling". The resulting first and second order search directions
will be discussed and preliminary numerical results will be presented.


Amr El-Bakry
Optimization Technology
Tel: (713) 431-7137
ExxonMobil Upstream Research Company