Yueling Loh

The work by Gould, Loh, and Robinson [“A filter method with unified step computation for nonlinear optimization”, SIAM J. Optim., 24 (2014), pp. 175–209] established global convergence of a new filter line search method for finding local first-order solutions to nonlinear and nonconvex constrained optimization problems. A key contribution of that work was that the … Read more

We present a filter linesearch method for solving general nonlinear and nonconvex optimization problems. The method is of the filter variety, but uses a robust (always feasible) subproblem based on an exact penalty function to compute a search direction. This contrasts traditional filter methods that use a (separate) restoration phase designed to reduce infeasibility until … Read more