| Title |
"Interior-Point Optimization through
Trust Regions" |
| Author(s) |
Mike Gertz |
| Abstract |
We describe a trust-region approach to non-convex,
nonlinear optimization. The method, based on a merit function
of Forsgren & Gill, handles non-convexity correctly and has
excellent convergence properties. The algorithm uses off-the-shelf
linear equation solvers, allowing us to leverage years of research
in numerical linear algebra. The seminar may be viewed over the
AG in the LANS grid node at Argonne.
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