18th GAMM-Seminar Leipzig on
Multigrid and related methods for optimization problems

Max-Planck-Institute for Mathematics in the Sciences
Inselstr. 22-26, D-04103 [O->]Leipzig
Phone: +49.341.9959.752, Fax: +49.341.9959.999

  18th GAMM-Seminar
January, 24th-26th, 2002
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  Abstract Nick Gould, Thu, 10.00-10.50 Previous Contents Next  
  The state-of-the-art in numerical methods for quadratic programming
Nick Gould (Rutherford Appleton Laboratory)

In this talk, we will describe two new methods for large-scale nonconvex quadratric programming. The first is an interior-point trust-region method, which has proved capable of solving problems involving up to half a million unknowns and constraints. The second, an active-set method, is still under development, and is intended primarily for the case where a good estimate of the optimal active set can be predicted. Key linear algebraic aspects of both methods will be described, as will the results of tests on a large set of convex and nonconvex quadratic programming examples.

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