Trust-Search Methods for Unconstrained Optimization
Philip E. Gill
Recent research on interior methods has re-emphasized the role of sequential unconstrained optimization for the solution of nonlinear programming problems. We focus on the numerical linear algebra associated with a class of "trust-search" methods that combine the best features of line-search and trust-region methods for unconstrained optimization.
Tuesday, October 21, 2008
11:00AM AP&M 2402
Center for Computational Mathematics9500 Gilman Dr. #0112La Jolla, CA 92093-0112Tel: (858)534-9056