Skip to main content
Philippe Toint

Philippe Toint

Emeritus Professor of Mathematics at University of Namur, Belgium; leading expert in numerical optimization, trust-region methods, and large-scale nonlinear optimization.

Jul 27, 2026

Subject to

Subject to

Subject to: Philippe Toint

Jul 27 · 1h 11m

Anand Subramanian
Anand SubramanianHOST
49:39
Could you kindly give an overview of this class of methods, highlighting again your main contributions?
Philippe Toint
Philippe TointGUEST
49:45
Filter method is a method for constraint optimization.
Philippe Toint
Philippe TointGUEST
49:48
So the idea is very simple in a way.
Philippe Toint
Philippe TointGUEST
49:51
If you look at standard methods for constraint optimization, maybe the most standard one is penalty functions.
Philippe Toint
Philippe TointGUEST
49:58
You add the penalization of the constraint in the objective function and you minimize that and then you increase the penalty and so on.
Philippe Toint
Philippe TointGUEST
50:06
You can do it a bit more intelligently using augmented Lagrangian, where the way you increase the penalty is more intelligent, essentially.
Philippe Toint
Philippe TointGUEST
50:16
Or you can also use SQP, the method I failed to be associated with.

13 MINS LATER

Anand Subramanian
Anand SubramanianHOST
63:13
I would like to know what are your views regarding the AI revolution that we are currently experiencing, both from a teaching and research perspective?

We value your privacy

We use cookies to understand how you use our platform and to improve your experience. Click “Accept All” to consent, or “Decline non-essential” to opt out of non-essential cookies. Read our Privacy Policy.