Optimization in SciDAC applications

We present a brief overview of optimization tools that are being developed for SciDAC applications. We emphasize derivative-free and gradient-based methods since these tools make minimal demands on the user and the application. We discuss the performance of these tools and point out developments that have led to significant improvements in performance. A parameter estimation problem that arises in nuclear fission is used to illustrate the challenges that arise as we attack nonlinear, noisy, computationally-intensive optimization applications.

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