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Australian State/Territory : WA
Research Topic : computational model
Australian State/Territory : NSW
Field of Research : Optimisation
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  • Funded Activity

    Discovery Projects - Grant ID: DP0208228

    Funder
    Australian Research Council
    Funding Amount
    $210,000.00
    Summary
    Robust Reformulation Methods. Many decision problems in engineering, business and economics are modeled as nonlinear continuous optimization problems. Often these are made difficult by the existence of constraints. In this project, we reformulate such problems as constrained nonsmooth equations, rather than optimization problems, and develop generalized Newton and quasi-Newton methods for solving them. The expected outcomes of this project include a systematic theory of reformulation methods, .... Robust Reformulation Methods. Many decision problems in engineering, business and economics are modeled as nonlinear continuous optimization problems. Often these are made difficult by the existence of constraints. In this project, we reformulate such problems as constrained nonsmooth equations, rather than optimization problems, and develop generalized Newton and quasi-Newton methods for solving them. The expected outcomes of this project include a systematic theory of reformulation methods, and robust and efficient algorithms for solving some important nonlinear continuous optimization problems. There is high potential for applications in engineering, business and finance.
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