Large Scale Computational Problems in Numerical Optimization
- cornell university
Our work under this support broadly falls into five categories: automatic differentiation, sparsity, constraints, parallel computation, and applications. Automatic Differentiation (AD): We developed strong practical methods for computing sparse Jacobian and Hessian matrices which arise frequently in large scale optimization problems [10,35]. In addition, we developed a novel view of "structure" in applied problems along with AD techniques that allowed for the efficient application of sparse AD techniques to dense, but structured, problems. Our AD work included development of freely available MATLAB AD software. Sparsity: We developed new effective and practical techniques for exploiting sparsity when solving a variety of optimization problems. These problems include: bound constrained problems, robust regression problems, the null space problem, and sparse orthogonal factorization. Our sparsity work included development of freely available and published software [38,39]. Constraints: Effectively handling constraints in large scale optimization remains a challenge. We developed a number of new approaches to constrained problems with emphasis on trust region methodologies. Parallel Computation: Our work included the development of specifically parallel techniques for the linear algebra tasks underpinning optimization algorithms. Our work contributed to the nonlinear least-squares problem, nonlinear equations, triangular systems, orthogonalization, and linear programming. Applications: Our optimization work is broadly applicable across numerous application domains. Nevertheless we have specifically worked in several application areas including molecular conformation, molecular energy minimization, computational finance, and bone remodeling.
- Research Organization:
- Thomas F. Coleman (Cornell University)
- Sponsoring Organization:
- USDOE
- DOE Contract Number:
- FG02-86ER25013
- OSTI ID:
- 1087647
- Report Number(s):
- DOE-CORNELL-25013 Final Report
- Country of Publication:
- United States
- Language:
- English
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