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Department of Mathematics,
University of California San Diego

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Center for Computational Mathematics Seminar

Philip E. Gill

Center for Computational Mathematics \\ Department of Mathematics \\ University of California, San Diego

Trust-region methods for large-scale unconstrained optimization

Abstract:

We consider methods for large-scale unconstrained optimization based on finding an approximate solution of a quadratically constrained trust-region subproblem. The solver is based on sequential subspace minimization with a modified barrier "accelerator" direction in the subspace basis.

April 29, 2008

11:00 AM

AP&M 2402

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