Modeling Software and Optimization Methodology

Description and Activities Active Scientists

Imagine you are standing in a valley floor, far from home. The valley resides in a landscape of tall and barren mountains that completely surrounds you. It is absolutely dark out, no stars or moon sit in the sky, and you can only tell where you are by the steepness of the ground beneath your feet. How would you find the top of the closest mountain, or better yet the tallest mountain in the range surrounding you? How fast could you do it?

This kind of scenario presents itself very often in an array of scientific applications where 'mountains' represent different values of a parameter in a model used to describe some real world phenomenon, and 'mountain tops' are the optimal values of this parameter for the given model. Center scientists creating modeling software give researchers across the globe the tools they need to build their models - to 'make their mountains' so to speak. Additionally, those scientists at the Center working on optimization methodology study how to find these mountain tops in the fastest most efficient manner, and provide complementary tools to researchers across the academic spectrum - they help them 'climb their mountains'. In both modeling and methodology - in subspecialties such as Nonlinear and Optimization, Stochastic Programming, as well as Modeling Languages - Center scientists have made extensive contributions.

Jorge Nocedal, Richard Byrd, Robert Fourer, Ming-Yang Kao, Diego Klabjan, Sven Leyffer, Sanjay Mehrotra, Fengqi You