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Séminaire du GERAD

Towards a factorization-free method for nonlinear optimization via linear least-squares problems

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9 août 2017   11h00 — 12h00

Andrew Lambe Polytechnique Montréal, Canada

In many large-scale practical problems, Jacobian and Hessian matrices may only be available to an optimizer as linear operators and iterative methods must be used to solve the linear systems. We present recent progress towards the development of a factorization-free method for general nonlinear optimization problems. We will focus on a recently-developed algorithm for linear least-squares problems with linear constraints and show a roadmap for extending the algorithm to nonlinear least-squares problems and general nonlinear optimization problems. We will also present recent numerical results of the linear least-squares algorithm.


Entrée gratuite.
Bienvenue à tous!

Dominique Orban responsable

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Salle 4488
Pavillon André-Aisenstadt
Campus de l'Université de Montréal
2920, chemin de la Tour Montréal QC H3T 1J4 Canada