Zaiwen Wen
Past Awards
2009
ICS Student Paper Award :
First Place
Winning material:
A Line Search Multigrid Method for Large-Scale Nonlinear Optimization
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Citation:
The paper presents a line search multigrid method for solving discretized versions of general unconstrained infinite dimensional optimization problems. At each iteration on each level, the algorithm computes either a “direct search” direction on the current level or a “recursive search” direction from coarser level models. Introducing a new condition that must be satisfied by a backtracking line search procedure, the “recursive search” direction is guaranteed to be a descent direction. Global convergence is proved under fairly minimal requirements on the minimization method used at all grid levels.