Description

trlib is an implemenation of the GLTR method to solve large scale instances of the trust region problem with iterative methods. A computational kernel is the solution of a tridiagonal subproblem with the algorithm of Moré and Sorensen using a direct factorization based method.

The aim of the project is to enhance the tridiagonal subproblem solver to general problems by interfacing suitable dense and sparse linear algebra solvers.

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

Focus

• Getting acquainted with the efficient implementation of numerical methods in C
• Demonstrating the functionality of the algorithm on a test set of problems

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 advanced software practical. Exceptional students can ask for completion as a beginners' practical.

Requirements

• Unix and C 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