Ettore Majorana Centre for Scientific Culture International School of Mathematics G. Stampacchia. Erice, Italy. 33rd Workshop

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1 Ettore Majorana Centre for Scientific Culture International School of Mathematics G. Stampacchia Erice, Italy 33rd Workshop HIGH PERFORMANCE ALGORITHMS AND SOFTWARE FOR NONLINEAR OPTIMIZATION 30 June - 8 July PROGRAM

2 JULY 1, Sunday Opening Chair: G. Di Pillo M. Wright, Combining primal-dual and sequential quadratic programming methods for nonlinear programming P. E. Gill, Numerical issues in large scale nonlinear optimization R. J. Vanderbei, Interior-point methods for NLP G. Toraldo, Building interior point software for BCQP problems Chair: M. Roma D. Shanno, Linear algebra, starting points, and infeasibility detection for large scale interior point methods J. L. Morales, Combining trust region and line searches in KNITRO, an interior point solver for nonlinear programming T. Rapcsák, Interior point algorithms for smooth nonlinear optimization problems

3 JULY 2, Monday Chair: M. H. Wright S. Lucidi, On the fruitful uses of smooth exact merit functions in constrained optimization G. Liuzzi, A primal-dual shifted barrier approach for large scale nonlinear programming problems M. Kocvara, An exterior point method for nonlinear semidefinite programs Chair: P. E. Gill Y. G. Evtushenko, New perspective on the theorems of alternatives G. Fasano, A new negative curvature direction for algorithms converging to second order points M. Diehl, Newton type methods for the approximate solution of nonlinear programming problems in real-time Chair : R. J. Vanderbei J. C. Gilbert, Using quasi-newton techniques in interior point algorithms J. Herskovits, An infeasible reduced interior point algorithm for nonlinear optimization M. Al Baali, Limited-memory quasi-newton method for large-scale nonlinear least-squares F. Lepore, A low complexity generalization of BFGS method

4 JULY 3, Tuesday Chair: D. Goldfarb V. J. Torczon, Asynchronous parallel pattern search J. Dennis, A Direct search filter method for nonlinear constraints Chair: D. Shanno B. Colson, Constrained derivative-free optimization using an SQP-filter approach C. Price, A convergent variant of the Nelder Mead algorithm Y. D. Sergeyev, Derivative-free constrained global optimization method using local tuning D. Calvetti, An approximate trust region method for large-scale problems Chair : J. C. Gilbert R. Fletcher, Filter methods for solving nonlinear systems D. Orban, Componentwise fast convergence in the solution of full-rank system of nonlinear equations M. Sanguineti, The extended Ritz method and the curse of dimensionality JULY 4, Wednesday EXCURSION

5 JULY 5, Thursday Chair: V. Torczon J. Moré, Reaction pathways and saddle points A. R. Conn, Small changes big effects in the optimization of high performance digital circuits Chair: J. Dennis C. Gonzaga, Examples of ill-behaved convex optimization problems A. Rubinov, Cutting angle method in constrained global optimization R. Meziat, The method of moments in optimisation G. Maier, Some mathematical programming problems in structural engineering of large dams Chair : R. Fletcher E. J. Polak, Smoothing Techniques for the solution of semi-infinite minmax-min problems S. Bellavia, A globalization strategy for interior point methods for mixed complementarity problems S. Pieraccini, Interior point algorithms with nonmonotone complementarity gaps

6 JULY 6, Friday Chair: J. Moré D. Goldfarb, Robust portfolio optimization and second-order cone programming P. Boggs, A Software system for PDE-based Optimization Chair: A. R. Conn J. Fliege, Calculating approximations to the efficient set of convex quadratic multiobjective problems P. Georgiev, Algorithms for blind source separation with high-order convergence speed A. Sofer, Optimization of biopsy schemes for detection of prostate cancer FREE

7 JULY 7, Saturday Chair: E. Polak J. Z. Zhang, Efficiency analysis and improvement of Newton-PCG algorithms S. G. Nash, Multigrid algorithms for discretized optimization problems Chair: P. Boggs J. Goffin, Semidefinite cuts in the analytic center cutting surface method P. Lotito, Issues on the implementation of a disaggregated simplicial decomposition (DSD) algorithm for the traffic networks B. Addis, Bio-molecular docking by means of nonlinear optimization algorithms G. Zanghirati, Parallel solution of quadratic programs in training support vector machines Chair : J. Z. Zhang P. D. Tao, A combined DCA and branch and bound techniques for globally solving multicommodity network optimization problems L.T. Hoai An, A new d.c. optimization approach to large scale molecular structures via distance geometry problems J. Ranta, Optimal collision avoidance using nonlinear programming M. Kitti, Distributed computation of incentive Stackelberg solution Closing

Seminal papers in nonlinear optimization

Seminal papers in nonlinear optimization Nick Gould, CSED, RAL, Chilton, OX11 0QX, England (n.gould@rl.ac.uk) December 7, 2006 The following papers are classics in the field. Although many of them cover