OTC Seminar Series ABSTRACTS
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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