Computational Sciences and Mathematics Research Department <http://csmr.ca.sandia.gov>


Seminar Announcement

Implicit Filtering and Applications

C. T. Kelley (Tim_Kelley@ncsu.edu)
Department of Mathematics
North Carolina State University

Tuesday, April 25, 2000
Bldg. 921, Room 137
10:00 a.m. - 11:00 a.m.

The implicit filtering algorithm is a backtracking line search quasi-Newton method which uses difference gradients, reducing the difference increment as the optimization progresses. Through this variation of the difference increment one hopes to ``filter out'' high-frequency low-amplitude contributions to the function and thereby avoid local minima. Implicit filtering has been successfully applied to problems in semiconductor design, design of high-field magnets, automotive engineering, and geosciences.

In this talk we the discuss the most recent advances in theory and implementation, focusing on termination, choice of the difference increment, and generation of the initial iterate. We will also describe applications to gas transmission pipelines and automotive engineering.

This seminar is hosted by the Computational Sciences and Mathematics Research Department at Sandia National Labs in Livermore, CA. For more information on this or other events, visit http://csmr.ca.sandia.gov/news.html. Visitors from outside Sandia require advance arrangements in order to attend. For more information, please contact the CSMR office management assistant Doretha Smith at dahall@sandia.gov or (925) 294-4630.

 

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