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COPILOT

by admin — last modified 2007-12-11 00:27

Constrained optimization, programmed iteratively, linearly, over trust regions

COPILOT is a framework for constrained nonlinear optimization by successive linear programming. In other words, to solve an optimization problem, COPILOT poses a series of linear programs that are built from linear models of the objective and constraints, with trust region constraints added to keep the solution bounded. COPILOT poses these problems to the linear program solver of your choice, which does the bulk of the computation, and uses the answer produced to help pick the next linear program to pose.

COPILOT at Rice University

Copyright © 2003-2010 Los Alamos Computer Science Institute (LACSI),
Rice University, MS 41, 6100 Main Street, Houston, TX 77005.

This material is based on work supported by the Department of Energy under Contract
Nos. 03891-001-99-4G, 74837-001-03 49, 86192-001-04 49, and/or 12783-001-05 49
from the Los Alamos National Laboratory.

Any opinions, findings and conclusions or recommendations expressed in this material are those of the author(s)
and do not necessarily reflect the views of the Los Alamos National Laboratory or the Department of Energy.

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