Large-Scale Nonlinear Programming

大规模非线性规划大型非线性优化问题出现在许多重要的应用领域，例如气候建模、天气预报、网络设计和金融。一个重要的开放问题是如何可靠、快速地解决这些问题。该提案描述了各种基于屏障技术的新算法，这些算法有望有效解决前所未有的规模和复杂性问题。为了确保新方法即使在高病态条件下也具有鲁棒性，提出了新颖的正则化技术。作为该项目的一部分，将开发实现新算法的基于互联网的求解器。它将允许工程和科学界使用基于网络的界面自动解决大型优化问题。

Large-Scale Nonlinear Programming Large nonlinear optimization problems arise in many importantareas of application such as climate modeling, weather forecasting,network design, and finance. An important open problem is how tosolve these problems reliably and quickly. The proposal describes a variety of new algorithms, based on barrier techniques, that promiseto be effective on problems of unprecedented size and complexity.To ensure that the new methods are robust even in the case of highill-conditioning, novel regularization techniques are proposed. AnInternet-based solver implementing the new algorithms will bedeveloped as part of this project. It will allow the engineeringand scientific communities to solve large optimization problemsautomatically using a web-based interface.