| EPSRC Reference: |
GR/R99683/01 |
| Title: |
Parallel Solution of Large Scale Structured Nonlinear Programs eith Interioir Point Methods |
| Principal Investigator: |
Gondzio, Professor J |
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| Department: |
Sch of Mathematics |
| Organisation: |
University of Edinburgh |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
01 September 2002 |
Ends: |
31 August 2005 |
Value (£): |
145,277
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| EPSRC Research Topic Classifications: |
| Mathematical Aspects of OR |
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| EPSRC Industrial Sector Classifications: |
| No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
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Nonlinear programming is a widely used technique to help decision-making in many areas of applied mathematics, engineering, economics. The area has been recently the subject of important advances following the adaptation of interior point methods. Many optimization models involve system dynamics, uncertainty, spatial distribution or other ingredients, By their very nature, these factors lead to huge problems made of small, nearly identic units, that have to be coordinated through time, space and other dimesnsions. These models need specialised parallel optimization approaches and considerable computing facilities to deal with.We aim to study the theory and develop a parallell implementation of an interior point method for structured nonlinear programs. We intend to exploit structue in linear algebra routines, in the logic of the interior point algorithm and in the way of generating and using the first and second order informative needed by the solver. By exploiting the special structure of these problems we expect to be able to solve very large models faster than it can be done with today's general purpose optimization software.In our developments we will use modern object-oriented techniques for software design.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.ed.ac.uk |