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UK: Postdoctoral Position on Algorithms for Constrained Optimization at Oxford University

A three-year postdoctoral position is available to work on algorithms for large-scale constrained optimization with Nick Gould and others in the Oxford Numerical Analysis Group, and in collaboration with Philippe Toint (Namur) and Sven Leyffer (Argonne).

The aim of the project is to revisit the SQP approach, particularly, but not exclusively, to derive new convergence strategies and to investigate better ways of dealing with equality constraints. The plan is to consider three approaches: (i) an SQP method in which extra constraints are imposed on the sub-problem to ensure that the step gives local improvement, (ii) a regularized SLP-EQP method in which the choice of which constraints are imposed when finding the step is delegated to a subsidiary but simpler problem and (iii) an approach where reduction of
the constraint violation and objective function are controlled separately without using a nonlinear programming “filter”. The aim will be, in each case, to design and analyse suitable algorithms, and to produce high-quality, publicly available software as part of the GALAHAD
optimization library. The post is available from 1st September 2007.

For details see: http://web.comlab.ox.ac.uk/oucl/jobs/nlp07.html

Deadline for applications: 16 July 2007.
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