LANS Informal Seminar
"Scalable Strategies for Large-scale Structured Nonlinear Optimization"
DATE: May 7, 2014
TIME: 15:00:00 - 16:00:00 Description:
SPEAKER: Nai-Yuan Chiang, Postdoctoral Appointee, MCS, Argonne National Laboratory
LOCATION: Building 240, Room 1404-1405, Argonne National Laboratory
A robust and efficient parallel nonlinear solver is alway a challenge for large-scale stochastic NLP problems. We discuss the details of our implementation PIPS-NLP, which is based a parallel nonlinear interior-point solver. The parallel strategy is designed by decomposing the problem structure and building the Schur Complement.
Our nonlinear interior-point algorithm adopts a filter-based line search method. In order to guarantee the global convergence of the filter algorithm, we apply a curvature test instead of the inertia test. We present the global convergence analysis and also some numerical results based on CUTEr test problems and real energy applications.
TIME: 15:00:00 - 16:00:00
Please send questions or suggestions to Jeffrey Larson: jmlarson at anl dot gov.