ITR: Collaborative Research: Innovative Software for Large-Scale Nonlinear Optimization

优化是找到函数可以返回的最小(或最大)值的过程。随着优化方法在工程、基础科学和金融中的重要性得到越来越广泛的认识，对高级优化软件工具的需求急剧增加。计算能力的急剧增长，以及建模语言和自动区分等支持技术的改进，正在推动对优化代码的需求。这些代码必须解决越来越多的具有计算挑战性的问题，包括整数规划和非线性优化问题。本项目将开发大规模非线性、非凸约束优化的新算法和高级软件，特别是内点法。具体目标包括(1)具有吸引人的收敛特性和健壮行为的内点方法的基础研究；(2)开发适合在先进计算平台上实施并可与相关高性能软件互操作的现代软件；(3)集成建模语言和自动区分工具的接口；以及(4)通过近地天体网站向制造业、工程界和科学界免费分发软件。

Optimization is the process of finding the smallest (or largest) value that a function can return. The demand for advanced optimization software tools is increasing sharply as the importance of optimization methodology in engineering, basic science, and finance is becoming more widely recognized. The dramatic increase in computing power, and the improvements in supporting technologies such as modeling languages and automatic differentiation, are fueling demand for optimization codes. These codes must solve more and more computationally challenging problems, including integer programming and nonlinear optimization problems.This project will develop new algorithms and advanced software for large-scale nonlinear, nonconvex constrained optimization, with special emphasis on interior-point methods. Specific goals include (1) fundamental research on interior-point methods that have appealing convergence properties and robust behavior; (2) development of modern software that is well suited to implementation on advanced computing platforms and interoperable with relevant high-performance software; (3) integration of interfaces to modeling languages and automatic differentiation tools; and (4) free distribution of the software to the manufacturing, engineering, and scientific community through the NEOS web site.