WFU Physics Colloquium

TITLE: Nonlinear Optimization: Making inertia work for you

SPEAKER: Professor Jennifer Erway ,

TIME: Thursday Apr. 30, 2009 at 4:00 PM

PLACE: Room 101 in Olin Physical Laboratory

Numerical Optimization involves the minimization (or maximization) of an ``objective function'', possibly subject to functional constraints on the variables. Over the past decade, advances in methods for optimization problems with partial differential equation (PDE) constraints have highlighted the need for optimization algorithms that can handle problems with huge numbers of variables and constraints. This has led to a resurgence of interest in methods that solve a constrained optimization problem as a sequence of unconstrained problems.

In this talk, we'll look at some of the most popular approaches to solving nonlinear nonconvex optimization problems, including penalty methods, barrier methods, line-search methods, and trust-region methods. Common to many of these approaches is the consideration of the inertia of constituent linear system matrices. This talk will be accessible to advanced undergraduates.