Environments for Large-Scale Optimization

Ali Bouaricha and Jorge J. Moré

We are developing an environment (ELSO) for large scale optimization problems that only requires the user to provide code to evaluate a partially separable function. This novel approach eliminates the need to provide the gradient and sparsity pattern; in all other approaches the user is required to provide the gradient and (for a Newton method) the sparsity pattern. This will provide a unique capability that is not available elsewhere.

The research on environment for large scale optimization is a joint project of Argonne National Laboratory and the NSF Center for Research on Parallel Computation

The schematic below shows that in a typical situation the user provides the function, ADIFOR computes the gradient and sparsity pattern, and our trust region Newton method solves the problem.

Recent Papers and Technical Reports

Argonne National Laboratory / more@mcs.anl.gov