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Jorge Nocedal Project I: Interior Methods for MPECS

Jorge Nocedal Project I: Interior Methods for MPECS. With Gabo and Sven Minimal adaptation (no changes to IP) L1 formulation (Mihai) Update penalty parameter Interfacing with Interior Method Theoretical guarantees Applications in finance, traffic (?).

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Jorge Nocedal Project I: Interior Methods for MPECS

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  1. Jorge NocedalProject I: Interior Methods for MPECS With Gabo and Sven • Minimal adaptation (no changes to IP) • L1 formulation (Mihai) • Update penalty parameter • Interfacing with Interior Method • Theoretical guarantees • Applications in finance, traffic (?)

  2. Project II: preconditioners for Constrained optimization • With Long Hei • Preconditioners for related systems Aix= • Block preconditioners • Preconditioners for interior methods using an explicit null space basis Z (with Nick Gould) • PDE optimization- with Boulder (Cai, Byrd, Prudencio)

  3. Project III: Derivative-free optimization • With …? • Quadratic models • Least-norm update (Powell) • Robustness in the presence of noise • Convergence analysis • Exploring updating choices

  4. Miscellaneous final thoughts • Beyond active and interior methods… • KNITRO’s development (Ziena) • Like Snopt, Minos, Loqo for commercial use • Free student version • Development vs Research • Commercial face: Bob Fourer, Rick Dean • Innovative research: SBIR

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