| EPSRC Reference: |
GR/S02969/01 |
| Title: |
Development of GALAHAD, a library of packages for the solution of large-scale nonlinear optimization problems |
| Principal Investigator: |
Duff, Professor I |
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| Department: |
Computational Science & Engineering |
| Organisation: |
STFC Laboratories (Grouped) |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
10 November 2002 |
Ends: |
09 August 2003 |
Value (£): |
6,840
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| Information Technologies |
No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
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The solution of large-scale nonlinear optimization problems is vital for many branches of science, engineering, finance and planning. Solution algorithms should be both fast and reliable, and ideally covered by an underlying convergence theory. Sequential Quadratic Programming (SOP) methods hold such promise. We hope to consider two SOP algorithms in this light.Firstly, we wish to investigate a number of aspects concerning the new class of Filter SOP methods. Amongst issues we plan to tackle are the relaxation of 'monotonicity' of filter iterates, the subsequent constraint identification properties of such schemes, and the convergence properties (bot the rate and the type of limit point achievable). Secondly, we wish to investigate means for removing the requirement that the global solution of the quadratic programming subproblem for SI1QP methods is found. We plan to develop an approximate 'Cauchy' decrease strategy, as has been so successfully used in other trust-region methods for constrained optimization. We also plan to develop the GALAHAD software library to include SOP methods of both sorts mentioned here.
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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 |
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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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