The main objective of the research is the development of portable and scalable algorithms for large scale nonlinear optimization on high performance computers. The research will be guided by areas of applications such as the optimization of manufacturing systems, the simulation of superconductivity, and parameter estimation in meteorology and oceanography. Four classes of optimization problems will be studied: (1) large unconstrained problems; (2) large problems with simple bounds on the variables; (3) nonlinearly constrained optimization with a large number of variables and few degrees of freedom; (4) structured nonlinearly constrained problems. The long-term goal of this project is to fill the demand for high-quality algorithms and software for large scale optimization. The research will encompass a theoretical analysis of new algorithms, as well as the study of computational issues related to their effective implementation on advanced computer architectures.
