Abstract: Various applications from engineering and finance pose different demands on optimization solvers. However, the user can sometimes exploit the special structure in the problem formulation when finding models for an optimization algorithm. We consider several examples where this has been successfully applied and use a nonlinear trust region framework to obtain some guidelines on model adaptation.
Future talks in Scientific Computing Seminar
Nov. 22: P. Bochev: Sandia National Laboratories.
Nov. 23: O. Pironneau, Universite Pierre-et-Marie-Curie, France.
This seminar is easily accessible to persons with disabilities. For more information or for assistance, please contact the Mathematics Department at 743-3500.