##### 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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