A New Implementation of Fletcher's Exact Merit Function for Nonlinear Optimization (12rit180)

Arriving in Banff, Alberta Sunday, May 27 and departing Sunday June 3, 2012

Organizers

(University of British Columbia)

(Ecole Polytechnique de Montreal)

Description

The Banff International Research Station will host the "A New Implementation of Fletcher's Exact Merit Function for Nonlinear Optimization" workshop from May 27th to June 3rd, 2012.


In this project, we revisit a numerical method for optimization proposed by Fletcher in 1973. At the time, numerical computing and the solution of simpler optimization problems may not have been sufficiently developed for this method to show its full potential. The process appeared to be computationally expensive and slow. It does not appear to have been cited much in later literature and all leads to believe that it is almost forgotten. Today however, we understand the subproblems well and possess numerical procedures to attack them efficiently and accurately. Our initial experience with an initial resurrection of Fletcher's method is not only encouraging, it is competitive with our state of the art!






The Banff International Research Station for Mathematical Innovation and Discovery (BIRS) is a collaborative Canada-US-Mexico venture that provides an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station is located at The Banff Centre in Alberta and is supported by Canada's Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), Alberta's Advanced Education and Technology, and Mexico's Consejo Nacional de Ciencia y Tecnología (CONACYT).