Description

Adachi, Iwata, Nakatsukasa and Takeda recently proposed an eigenvalue based method to solve trust region subproblems.

The aim of the project is to implement the algorithm in python or C and compare it with trlib implementing the GLTR algorithm.

The project is to be completed by a report and an oral presentation in the Simulation and Optimization group seminar.

Focus

• Getting acquainted with prototypical implementation of numerical methods in python or C
• Demonstrating the functionality of the algorithm on a test set of problems
• Comparing the efficiency of the algorithm with already exisiting algorithms.

The practical can serve as a preparation project for a Bachelor, Master, or Diplom thesis in the Simulation and Optimization group.

Classification of the project

This project is suited for one student as an beginner software practical.

Requirements

• Unix and python programming skills
• Optimization

Contact

Felix Lenders
Interdisciplinary Center for Scientific Computing (IWR)
Im Neuenheimer Feld 205
Universität Heidelberg

e-mail: felix.lenders@iwr.uni-heidelberg.de
Office: INF 205 (Mathematikon), 2/407