ylfink@water.UUCP (10/28/87)
DEPARTMENT OF COMPUTER SCIENCE
UNIVERSITY OF WATERLOO
SEMINAR ACTIVITIES
SCIENTIFIC COMPUTATION SEMINAR
- Thursday, October 29, 1987
Dr. Ron Dembo, of the University of Toronto, will speak
on ``Solving Very Large-Simply-Constrained Optimization
Problems''.
TIME: 4:00 PM
ROOM: MC 5097
ABSTRACT
One of the significant challenges open to optimization
researchers today is the design of efficient algorithms
for very large nonlinearly-constrained optimization
problems. One possible strategy is to reduce such
problems to a sequence of simply-constrained (i.e.,
box-constrained) problems for which very successful
algorithms have been developed. We present some of the
algorithms for box-constrained minimization. They have
been used to solve problems of up to 1 million
variables and are very well-suited to vector computer
architecture. Some experience with vectorization of
these algorithms will also be given. A framework for
solving the general NLP problem using smoothed exact
penalties will also be discussed.