Description

Recently, Gould et al. proposed a method to get rapid convergence in the trust region subproblem. The aim of the project is to enhance the trust region solver trlib with this method.

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
• Doing a thorough comparison with the current state-of-the-art and speed up

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