Ettore Majorana Centre for Scientific Culture

International School of Mathematics  ``G. Stampacchia''

Erice, Italy

Workshop

HIGH PERFORMANCE ALGORITHMS AND SOFTWARE FOR NONLINEAR OPTIMIZATION

June 30 - July 8, 2001

SPONSORSHIPS

The Workshop is sponsored by: Italian Ministry of University and Scientific Research, Sicilian Regional Government, University of Rome  ``La Sapienza''.

OBJECTIVES

In the first year of a new century, the Workshop aims to assess the past and to discuss the future of Nonlinear Optimization. Recent achievements and promising research trends will be highlighted. Algorithmic and high performance software aspects will be emphasized, along with theoretical advances and new computational experiences. Contributions from different and complementary standpoints, covering several fields of numerical optimization and its applications are expected.

TOPICS

Topics include, but are not limited to,

Constrained and unconstrained optimization
Global optimization
Derivative-free methods
Interior point techniques for nonlinear programming
Large scale optimization
Linear and nonlinear complementarity problems
Nonsmooth optimization
Neural networks and optimization
Applications of nonlinear optimization

LECTURES

As usual, the Workshop will consist of invited lectures (1 hour) and contributed lectures (1/2 hour). The following is the list of invited lecturers and the title of their talk:

P. Boggs, Sandia National Labs, Livermore, CA, USA
A Software System for PDE-Based Optimization

A. R. Conn, Watson Research Ctr., IBM, Yorktown Heights, NY, USA
Small changes - big effects

J. Dennis, Rice University, Houston, TX, USA
A Direct Search Filter Method for Nonlinear Constraints

Y. G. Evtushenko, Russian Academy of Sciences, Moscow, RUSSIA
New Perspective on the Theorems of  Alternatives

F. Facchinei, University of Rome "La Sapienza", ITALY
The Semismooth Algorithm for Large Scale Complementarity Problems

R. Fletcher, University of Dundee, SCOTLAND
Filter Methods for Solving Nonlinear Systems

J. C. Gilbert, INRIA, Le Chesnay, FRANCE
Using quasi-Newton Techniques in Interior Point Algorithms

P. E. Gill, University of California San Diego, CA, USA
Numerical issues in large-scale optimization by SQP and interior methods

D. Goldfarb, Columbia University, NY, USA
Robust Portfolio Optimization and Second-Order Programming

S. Lucidi, University of Rome "La Sapienza", ITALY
Fruitful Uses of Smooth Exact Merit Functions in Constrained Optimization

J. J. Moré, Argonne National Laboratory, Argonne, IL, USA
Reaction pathways and saddle points

S. G. Nash, George Mason University, Fairfax, VA, USA
Multigrid Algorithms for Discretized Optimization Problem

E. J. Polak, University of California, Berkeley, CA, USA
Smoothing Techniques for the solution of semi-infinite min-max-min problems

E. Sachs, University of Trier, GERMANY
Preconditioning Tecniques for Large-Scale Optimization Problems

D. Shanno, Rutgers University, Rutcor, NJ, USA
Linear algebra, starting points, and infeasibility detection for large scale interior point methods

Ph. L. Toint, University of Namur, BELGIUM
High Rates of Convergence of a Trust-Region Primal-Dual Interior Point Algorithm for Nonlinear Programming

V. J. Torczon, College of William and Mary, Williamsburg, VA, USA
Asynchronous Parallel Pattern Search

R. J. Vanderbei, Princeton University, NJ, USA
Interior-Point Methods for NLP

M. H. Wright, Bell Labs, Murray Hill, NJ, USA
Combining Primal-Dual and Sequential Quadratic Programming Methods for Nonlinear Programming

J. Z. Zhang, City University of Hong Kong, Hong Kong,  CHINA
Efficiency Analysis and Improvement of Newton-PCG Algorithms

PROCEEDINGS

Edited proceedings including the invited lectures and a selection of contributed lectures will be published by Kluwer Academic Publishers in the series Applied Optimization

LOCATION

The Workshop will be held at the ``Ettore Majorana'' International Centre for Scientific Culture , Erice, Italy. The Centre is situated in the old pre-mediaeval city of Erice and the lecture halls are located in two restored monasteries and the ancient Palazzo Ventimiglia - former residence of the Viceroys of Sicily.

HOW TO PARTICIPATE

Persons wishing to attend the Workshop should write to:

Professor Gianni Di Pillo
Università di Roma ``La Sapienza''
via Buonarroti 12
00185 Roma, Italy.

       erice@dis.uniroma1.it

If they want to contribute a lecture, they should also include title and abstract of the proposed lecture.

Application form for participants

The total fee  is Euro 800. It includes local transportations, lodging and full board (arranged by the Centre), coffee breaks, one day excursion, social dinner and other social events. Due to the limited number of beds in Erice - a very ancient village - participants are kindly stimulated to share the room, indicating the partner; a single room will have an extra charge of 10%. The fee for accompanying  person is Euro 400.

Closing date for application: April 30, 2001
Application by e-mail is strongly encouraged.

A limited number of places is available. If necessary, admission to the Workshop will be decided by the Advisory Committee of the School composed of Professors F. Giannessi, G. Di Pillo, A. Murli  with the consultation of the invited   lecturers. Admission will be communicated shortly after the closing date for application.

Participants are expected to arrive in Erice on June 30, and to leave on July 8.

HOW TO REACH ERICE

Erice is situated in the north-west corner of Sicily, in the south of Italy. The easiest way to reach it is either via Palermo or via Trapani. The Majorana Centre will then provide transportation to Erice from Palermo or Trapani airports, seaports or railway stations. More details will be given to admitted applicants.

FURTHER INFORMATION

For further information, please send a message to erice@dis.uniroma1.it

RELATED WORKSHOP

A Workshop on Optimization and Control with Applications will be held at the ``Ettore Majorana Center'' from July 9, to July 17, 2001. Directors of the Workshop are Liqun Qi and Kok Lay Teo (The Hong Kong Polytechnic University).

For participants to both Workshops the overall fee is 20% discounted.

For further information contact one of the Directors:

Liqun Qi (maqilq@polyu.edu.hk) , Kok Lay Teo (mateokl@polyu.edu.hk) .

PROGRAM  (.pdf file)

LIST OF PARTICIPANTS (.pdf file)

PHOTO  ( .jpg file)

 
 

            The Director of the School                                        The Directors of the Workshop

             Franco Giannessi                                         Gianni Di Pillo and Almerico Murli
 
 
 
 
 
 
 

Last Update: July 24, 2001