Numerical Experience with a Recursive Trust-Region Method for Multilevel Nonlinear Optimization
Serge Gratton (serge.grattoncerfacs.fr)
Abstract: We consider an implementation of the recursive multilevel trust-region algorithm proposed by Gratton, Sartenaer, Toint (2004), and provide significant numerical experience on multilevel test problems. A suitable choice of the algorithm's parameters is identified on these problems, yielding a very satisfactory compromise between reliability and efficiency. The resulting default algorithm is then compared to alternative optimization techniques such as mesh refinement and direct solution of the fine-level problem. The sensibility of the default variant with respect to most important algorithmic parameters is finally investigated.
Keywords: nonlinear optimization, multilevel problems, simplified models, recursive algorithms, numerical performance
Category 1: Nonlinear Optimization
Category 2: Nonlinear Optimization (Unconstrained Optimization )
Category 3: Nonlinear Optimization (Systems governed by Differential Equations Optimization )
Citation: Technical Report 06/01, Department of Mathematics, University of Namur, Namur, Belgium, 2006.
Entry Submitted: 06/23/2006
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