Discovery Projects - Grant ID: DP0208228

Funding Activity

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Funded Activity 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, and robust and efficient algorithms for solving some important nonlinear continuous optimization problems. There is high potential for applications in engineering, business and finance.

Funded Activity Details

Start Date: 01-01-2002

End Date: 31-07-2005

Funding Scheme: Discovery Projects

Funding Amount: $210,000.00

Funder: Australian Research Council