Italian FIRB Project on
 Parallel Algorithms and Numerical Nonlinear Optimization

 Project overview

 Aims and scope

 The research project purpose is to study some meaningful  real-world problems of high computational complexity in Nonlinear  Optimization; the computational power of parallel architectures and the novel Numerical Analysis methods will be challenged on these problems. For some methods, the analysis will go on up to  the implementation of computational kernels in the context of the parallel software. The following prototypical problems will be considered:

  • Large Scale Optimization Problems:  optimal control problems, identification problems, image  restoration problems; for these problems, sequential quadratic programming  methods, interior point methods, penalty methods, projection methods and  regularization methods will be analyzed;
  • Global Optimization Problems: for  global optimization of Lipschitz functions, parallel methods based on the  space filling curves will be analyzed.

 One of the primary goal of this analysis is the implementation of parallel computational kernels, whose robustness and effectiveness be proved on a certain platform. They would be  used as "building-blocks" for the construction of distributed applications that need the support of grid computing. Special attention will be devoted to the contributions about the theoretical convergence of the methods and their numerical stability. Software tools for an automatic error control in the algorithms will be designed. The effectiveness of the developed methods  for the solution of the considered problems will be evaluated on some 'model  problems'; this production of "benchmark" of the new methods on significant  'model problems' is one of the expected results of the project.


 Parallel Computing, Large Scale Optimization, Local and Global Optimization, Nonlinear Programming, Analysis of Parallel Algorithms, Parallel Software.

Status: completed.

 Last updated: 15/3/2007.