ICCOPT 2013 Talk, Room 1.5, Tuesday, July 30, 16:30-18:00

 Speaker: Luis Nunes Vicente, Department of Mathematics, University of Coimbra, Portugal
 Title: A subspace decomposition framework for nonlinear optimization: Global convergence and global rates
 Co-authors: Serge Gratton, Zaikun Zhang

 Abstract:
Scientific Program

We discuss a general subspace decomposition framework for optimization (for the moment without constraints). Two versions of the framework are presented, namely a Levenberg-Marquardt version and a trust-region one. We establish global (asymptotic) convergence and derive global rates for both of them. We also discuss how to exploit the framework to design parallel and multilevel derivative-free algorithms for large-scale problems.


 Talk in: Organized Session Tue.C.15 Model-based trust-region methods
 Cluster: Derivative-free and simulation-based optimization


 Go to: Tue.C
 Go to: unframed Scientific Program

 Go to: ICCOPT 2013 Main Webpage