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A Trust Funnel Algorithm for Nonconvex Equality Constrained Optimization

Mohammadreza Samadi
PhD Candidate ISE Department
Lehigh University
Monday, March 5, 2018   2:00-3:00pm
JDT 500


A method is proposed for solving equality constrained nonconvex optimization problems involving twice continuously differentiable functions. The method employs a trust funnel approach consisting of two phases: a first phase to locate an E-feasible point and a second phase to seek optimality while maintaining E-feasibility. A two-phase approach of this kind based on a cubic regularization methodology was recently proposed, which completely ignores the objective function in the first phase. Our method achieves the same worst-case iteration complexity, but with a first phase that also accounts for improvements in the objective function. As such, the method requires fewer iterations, as the numerical experiments demonstrate.


Mohammadreza Samadi is Ph.D. candidate in the Department of Industrial & Systems Engineering at Lehigh University. He received his Bachelors and Masters degrees in Industrial Engineering from Sharif University of Technology, Tehran, Iran. His research revolves around designing ecient algorithms for non – convex optimization problems. His research has been published in top-tier journals in the top-tier journals in the field of optimization such as Mathematical Programming and SIAM Journal on Optimization.