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Numerical Experience with a Recursive Trust-Region Method for Multilevel Nonlinear Optimization

Serge Gratton(serge.gratton***at***cerfacs.fr)
Melodie Mouffe(mouffe***at***cerfacs.fr)
Annick Sartenaer(annick.sartenaer***at***fundp.ac.be)
Philippe L Toint(philippe.toint***at***fundp.ac.be)
Dimitri Tomanos(dimitri.tomanos***at***fundp.ac.be)

Abstract: We consider an implementation of the recursive multilevel trust-region algorithm proposed by Gratton, Mouffe, Toint, Weber (2008) for bound-constrained nonlinear problems, and provide numerical experience on multilevel test problems. A suitable choice of the algorithm's parameters is identified on these problems, yielding a 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.

Keywords: nonlinear optimization, bound-constrained problems, multilevel problems, simplified models, recursive algorithms, numerical performance

Category 1: Nonlinear Optimization (Bound-constrained Optimization )

Category 2: Applications -- Science and Engineering (Optimization of Systems modeled by PDEs )

Category 3: Infinite Dimensional Optimization (Distributed Control )

Citation: Report TR08-10, Department of Mathematics, FUNDP-University of Namur, Namur, Belgium

Download: [PDF]

Entry Submitted: 07/03/2008
Entry Accepted: 07/03/2008
Entry Last Modified: 07/03/2008

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