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Department of Mathematics,
University of California San Diego

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Food For Thought Seminar

Michael Ferry

UCSD

Thinking Inside the Box: Line Search Algorithms for Constrained Optimization

Abstract:

We discuss line search algorithms - algorithms used to figure out how far in a given direction to travel to best minimize a function - and give two major examples. From there, we look at how several current optimization routines adapt line searches to handle simple constraints. Then, we introduce a new method that combines the advantages of two different strategies and show its benefits using numerical results.

January 28, 2010

10:00 AM

AP&M 7321

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