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 Description:
SPEAKER: Denis Ridzal, Senior Member of Technical Staff, Sandia National Laboratory
LOCATION: Building 240, 4301, Argonne National Laboratory
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.
TIME: 10:30:00 - 11:30:00
Please send questions or suggestions to Debojyoti Ghosh: ghosh at mcs dot anl dot gov.