OPTEC - K.U.Leuven Center of Excellence: Optimization in Engineering

"Recursive trust-region methods for multilevel nonlinear optimization"

Philippe Toint (Univ. Namur)

Many large-scale optimization problems arise in the context of the
discretization of infinite dimensional applications.  In such cases, the
description of the finite-dimensional problem is not unique, but depends on
the discretization used, resulting in a natural multi-level description.
How can such a problem structure be exploited, in discretized problems or more
generally? The talk will focus on discussing this issue in the context of
unconstrained optimization and in relation with the classical multigrid
approach to elliptic systems of partial differential equations. Both
theoretical convergence properties of special purpose algorithms and their
numerical performances will be discussed.  Perspectives will also be given.

(in collaboration with S. Gratton, A. Sartenaer and M. Weber)