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LANS Informal Seminar: Andreas Waechter
December 7, 2011 @ 15:00 CST
Seminar Title: Large-Scale Nonlinear Optimization with Inexact Step Computations
Speaker: Andreas Waechter, Northwestern University
Date/Time: 2011-12-07 15:00
Location: Building 240, 1404-1405
Description:
An algorithm for large-scale nonlinear nonconvex optimization is presented. Search directions are computed by an iterative linear solver, with termination criteria for the inexact solution ensuring global convergence under mild assumptions. The practical performance of the method is demonstrated on 3D PDE-constrained optimization examples.