Seminar Details:

LANS Informal Seminar
"A Matrix-Free Trust-Region SQP Algorithm for Large-Scale Optimization"

DATE: April 10, 2012

TIME: 10:30:00 - 11:30:00
SPEAKER: Denis Ridzal, Senior Member of Technical Staff, Sandia National Laboratory
LOCATION: Building 240, 4301, Argonne National Laboratory

Description:
We present an inexact trust-region sequential quadratic programming (SQP) method for the matrix-free solution of large-scale nonlinear programming problems. First, we discuss recent algorithmic advances in the handling of inequality constraints. Second, for optimization problems governed by partial differential equations (PDEs) we introduce a class of preconditioners for optimality systems that are easily integrated into our matrix-free trust-region framework and that efficiently reuse the available PDE solvers. We conclude the presentation with numerical examples in acoustic design, material inversion in elastodynamics, and fluid flow optimization.


 

Please send questions or suggestions to Debojyoti Ghosh: ghosh at mcs dot anl dot gov.