Melissa Weber-Mendonca

A multilevel algorithm for solving the trust-region subproblem

  • Philippe L. Toint
  • Melissa Weber-Mendonca
  • Dimitri Tomanos
    • Categories Infinite Dimensional Optimization, Optimization of Systems modeled by PDEs, Unconstrained Optimization Tags , , ,

    We present a multilevel numerical algorithm for the exact solution of the Euclidean trust-region subproblem. This particular subproblem typically arises when optimizing a nonlinear (possibly non-convex) objective function whose variables are discretized continuous functions, in which case the different levels of discretization provide a natural multilevel context. The trust-region problem is considered at the highest … Read more

    A recursive trust-region method in infinity norm for bound-constrained nonlinear optimization

  • Serge Gratton
  • Philippe L. Toint
  • Melissa Weber-Mendonca
  • Mélodie Mouffe
    • Categories Bound-constrained Optimization, Nonlinear Optimization, Unconstrained Optimization Tags , , ,

    A recursive trust-region method is introduced for the solution of bound-constrained nonlinear nonconvex optimization problems for which a hierarchy of descriptions exists. Typical cases are infinite-dimensional problems for which the levels of the hierarchy correspond to discretization levels, from coarse to fine. The new method uses the infinity norm to define the shape of the … Read more