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LANS Informal Seminar: Denis Ridzal
April 10, 2012 @ 10:30 CDT
Seminar Title: A Matrix-Free Trust-Region SQP Algorithm for Large-Scale Optimization
Speaker: Denis Ridzal, Senior Member of Technical Staff, Sandia National Laboratory
Date/Time: 2012-04-10 10:30
Location: Building 240, 4301
Description:
We present an inexact trust-region sequential quadratic programming (SQP) method for the matrix-free solution of large-scale nonlinear programming problems. First, we discuss recent algorithmic advances in the handling of inequality constraints. Second, for optimization problems governed by partial differential equations (PDEs) we introduce a class of preconditioners for optimality systems that are easily integrated into our matrix-free trust-region framework and that efficiently reuse the available PDE solvers. We conclude the presentation with numerical examples in acoustic design, material inversion in elastodynamics, and fluid flow optimization.