Implicit Filtering and Optimal Design Problems
Implicit filtering is a form of the gradient projection method of Bertsekas in which the stepsize in a difference approximation of the gradient is changed as the iteration progresses. In this way the algorithm is able to avoid certain types of local minima and in some cases find accurate approximations to the global minimum. The algorithm is particularly effective in avoiding local minima that are caused by high-frequency low-amplitude terms in the objective function. In this report we will discuss the algorithm and its theoretical properties. We will also present applications for modeling of subsurface contaminant transport and high-field magnet design.
KeywordsLine Search Merit Function Pulse Magnet Nonlinear Constraint Gradient Projection Method
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