Philippe Toint
University of Namur, Belgien
Multilevel optimization with trust-regions
Abstract: The talk will present recent advances in applying trust-region methods to multilevel nonlinear/nonconvex optimization problems. Trust-regions techniques are known for the adaptability, sound theoretical basis and practical efficiency, in particular for the solution of nonconvex problems. Their extension to handle multilevel problems will be discussed, along with the associated proof of convergence, both for first-order and weakly second-order crtitical points. Some numerical experiments will be presented that support the new algorithms, and perspectives will be outlined.Reference for trust-region methods (in case you need it): A. R. Conn and N. I. M. Gould and Ph. L. Toint: "Trust-Region Methods". MPS-SIAM Series on Optimization 01, 2000.
| Zeit: | Freitag, 26. Januar 2006, 14.15 Uhr (Kaffee/Tee um 15.30) |
| Ort: | FU Berlin, Arnimallee 2-6, Raum 032 im EG |