| EPSRC Reference: |
GR/R87208/01 |
| Title: |
Gradient Methods for Large Scale Optimization |
| Principal Investigator: |
Fletcher, Professor R |
| Other Investigators: |
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| Project Partners: |
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| Department: |
Mathematics |
| Organisation: |
University of Dundee |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
01 May 2002 |
Ends: |
30 April 2003 |
Value (£): |
43,903
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| EPSRC Research Topic Classifications: |
| Mathematical Aspects of OR |
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| EPSRC Industrial Sector Classifications: |
| No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
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1. Understand why the BB method is so efficient in practice. Attempt to obtain a realistic estimate of the R-linear rate of convergence of the BB method, and to find how the rate depends on the distribution of eigenvalues of the Hessian matrix. Investigate alternative ways of stabilising the BB method for non-quadratic problems and compare with conjugate gradient methods.2. Design new gradient methods for large scale elliptic linear systems, based on several recent suggestions for alternative step choices. Investigate the use of efficient gradient algorithms for solving KKT linear systems and nonsymmetric systems.3. Develop gradient methods for large scale box constrained problems. Investigate whether Raydan's proof of convergence in the unconstrained case can be adapted for the box constrained case. Investigate alternative ways of stabilising these algorithms for non-quadratic problems.4. Try to develop a truncated gradient method for solving the large scale trust region subproblem and compare with conjugate gradient methods.5. Consider applications of gradient methods in other fields, particularly quadratic programming and nonlinear programming.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.dundee.ac.uk |