Project staff and support

Geoffrey Aylwyn Curtiss (Intern, University of Birmingham)
Mathew Cross (Company supervisor, NAG Ltd)
David Leppinen (Academic mentor, University of Birmingham)
David Allwright (Technology Translator, Industrial Mathematics KTN)

This Internship project is being carried out at NAG Ltd, in conjunction with the University of Birmingham. It is part of the KTN's Industrial Mathematics Internships programme, co-funded by EPSRC. Start date: November 2008; duration: 6 months.

Project description

The NAG Library has included routines for local optimisation for many years, and will add a suite of global optimisation routines later this year. These routines are designed to run on single processors and do not handle nonlinear constraints on the objective function. The routines have been designed to meet requirements of a range of NAG Library customers, particularly those working in the finance sector.

The principal goal of this project will be to adapt NAG’s global optimisers to run on multi-processor machines, using either (or both) shared memory and message-passing paradigms, to speed –up the solution of large problems. It is anticipated that this will require changes to the algorithms themselves, and result in new software that will eventually be included in NAG products.