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

  • Serge Gratton
  • Annick Sartenaer
  • Philippe L. Toint
  • Mélodie Mouffe
  • Dimitri Tomanos
    • Categories Bound-constrained Optimization, Distributed Control, Optimization of Systems modeled by PDEs Tags , , , , , Short URL: https://optimization-online.org/?p=10474

    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.

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

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