Versatility of Filtering Techniques in Non-Linear Programming Optimization

Research grant RFQ/3-12584/08/NL/ST funded by ESA.

December 2008 - May 2010

Doctoral Members: Teresa Monteiro, Renata Silva, and Luís Nunes Vicente (PI)

The main objective of this project is to investigate and assess the potential of filter methods for space engineering applications. This shall be achieved by creating a toolbox with different globalization strategies including filter methods. This toolbox will allow to compare the performance of the globalization strategies in a systematic way with the aim to tune filter methods particularly for space engineering problems. As the focus is on assessing the potential of the globalization methods, existing and fully functional solvers shall be used as the basis of this project. These solvers will be extended by globalization strategies and compared. This approach avoids spending to much effort on technical issues like implementing efficient linear algebra or handling ill-conditioning and rank deficiencies as all of these issues have been addressed by the existing solvers already. It allows to move directly to the heart of the study, the globalization strategies.

The University of Birmingham is the prime contractor for this activity. Sub-contractors are the University of Coimbra (FCTUC) and the University of Southampton.