"A proof by contradiction is no signed w.l.o.g. |
Prof.Dr. Peter Spellucci Telefon: (+49)-6151-164703 e-mail: s p e ll u cc i _at_ mathematik.tu-darmstadt.de |
Scientific work:
- numerical approximation
- error analysis
- numerical linear algebra
- numerical methods for ODE
- continuous optimization
Present research:
- numerical methods for large scale optimization
- software development
Guide to optimization software:
| A very detailed decision-tree for optimization-software with further links to other sources. Created and maintained by H.D. Mittelmann and formerly also by P. Spellucci. |
Software for interactive numerical analysis and optimization: NumaWWW - Numerische Mathematik Interaktiv
Available software:
| TESTCASES: | A testenvironment for nonlinear programmming codes (in f77). |
| DONLP2: |
Spellucci's mixed SQP/ECQP-method for general continuous nonlinear
programming
problems. Different versions allow a choice between exact user defined and numerical
gradients or automatic differentiation. Three
modes of numerical differentiation are provided. It is also now possible
to link with an external softwaresystem for function evaluation (see the
new documentation: donlp2doc.ps). With complete documentation, papers
concerning the underlying theory, shell-script, makefile and
examples.
|
| DONLP2AMPL: | The donlp2 (f77 version) binary with the students ampl binary ready for use on a 32 bit INTEL linux box. |
| MORE OPTIMIZATION CODES | Codes for unconstrained and bound constrained problems and a convex QP solver. |
Available reports:
| qp.ps: |
Paper on solving general convex QP's via a bound constraint exact
quadratic
augmented Lagrangian (revised 6/96). (91 kB compressed postscript)
|
| detail.ps: |
Paper with a list of the numerical results obtained with donlp2 (f77 version)
on the testenvironment, also containing the description of some additional otherwise unpublished testcases.
(testenviron.tar.gz). (180 kB postscript)
|
| secqp.ps: |
Paper on "A SQP method for general nonlinear programs using only equality
constrained subproblems" (revised 3/96). Paper constitutes part of theory
underlying donlp2. (394 kB postscript)
|
| newsqpsh.ps: |
Paper on "A new technique for inconsistent QP problems in the SQP method"
(revised 3/96). Paper constitutes the second part of the theory underlying
donlp2. (361 kB postscript)
|
| large_scale_qp.ps: |
Numerical experiments with four modern methods for large scale
QP-problems.
Numerical study of methods for solving convex QP-problems with equality
constraints and bounds on the variables. (1085kB postscript)
|
| sr1.ps: |
A modified rank one update which converges Q-superlinearly.
Proof and numerical verification of a well defined modification of
SR1. (262 kB postscript)
|
| genqr.ps: |
A QR-decomposition for matrix pencils. (Joint paper with W. Hartmann from
SAS)
(176 kB postscript)
|
| nloaspekte.ps: |
Einige Aspekte bei der Beurteilung und Auswahl von Optimierungsverfahren
für kontinuierliche Probleme (Vortragsfolien). Some aspects for
judging and
choosing a method for nonlinear continuous optimization. Foils, written in
German.
(208 kB postscript)
|
| largescalenlo.ps: |
Nichtlineare Optimierungsprobleme hoher Dimension: Stand der
Forschung. Large scale nonlinear optimization. State of the art 1998.
Written in German. (594 kB compressed postscript)
|
| stateoftheartnlo.ps: | Nonlinear (local) optimization: The state of the art (2001) (644 kB Postscript) |
Teaching:
|
Here comes a list of my available lecture notes
|
|
| IntroNuMa 1 |
Introduction to numerical analysis and numerical linear algebra
(Course in WS 2004/05). Contains: Interpolation and
approximation, quadrature, linear and nonlinear systems.
(1.2 MB pdf, last updated 9/2005)
|
| IntroNuMa2 |
Introduction to Numerical Analysis II. (Revision summer 2005)
Contains: Eigenvalue computations. Iterative solution of linear
systems. Roundoff analysis. Basics of the fast
Fourier transform.
|
| ANumAnaI |
Advanced numerical analysis I. Contains: Initial and boundary value
problems of ODE's; elliptic boundary value problems.
(4.2 MB PDF, last updated 02/2006)
|
| ANumAnaII |
Advanced numerical analysis II. Time dependent partial differential
equations. (1400 kB PDF, last updated summer 2006)
|
| NumIng |
Numerical analysis for engineers and scientists. Contains: linear and
nonlinear
systems, eigenvalues, Interpolation, quadrature, ODE's, PDE's. (last updated 10/2007, 6.0
MB pdf)
|
| NumAlg |
Numerical algorithms for computer science. Contains: Polynomials,
interpolation, linear and nonlinear
systems, error analysis. (527 kB compressed postscript, last
updated April 2001)
|
| NumOptiIng |
An introductary text, also suitable for an Engineering optimization
course.
Introduction to linear and nonlinear optimization. Contains: Theory and
computations. (1.1 MB pdf, last updated July 2007) Teaching textbook: Numerische Verfahren der nichtlinearen Optimierung (Numerical methods of nonlinear optimization. Written in German) Birkhäuser, Basel 1993. ISBN 3-7643-2854-1. |
| convexopti |
Intended for an advanced mathematics course.
Modern methods of convex optimization (last updated July 2000)
|
| NUMMB |
Introduction to numerical analysis for mechanical engineers and mechanics
(pdf, last updated 2007)
|
| Least Squares |
Introduction to linear and nonlinear least squares methods
(pdf, last updated 1999)
|
| NUMEIG |
Introduction to the solution of the matrix eigenvalue problem. Short course
(pdf, last updated Feb. 2008)
|
| NUMODE |
Introduction to numerical solution of ordinary differential equations (extract from ANumAnaI)
(pdf, last updated 2007)
|
| NUMLINALG09 |
Numerische Lineare Algebra: Das Matrixeigenwertproblem. Iterationsverfahren für lineare Gleichungssysteme (pdf, last updated 16/7/2009) |