NSF Research Grant for Hongchao Zhang

Hongchao Zhang LSU Professor of Mathematics Hongchao Zhang has been awarded a grant from the National Science Foundation (NSF) for a research project on Active Set Methods for Large-scale Sparse Nonlinear Optimization. Large-scale nonconvex sparse nonlinear optimization problems frequently arise in many modern applications where speed, stability and solution accuracy are critically important. Such applications include optimal control, image processing and stochastic learning. The project improves the implementation and theory of current active set methods for solving large-scale nonlinear optimization problems. Innovation in the project will help to understand the convergence rate and computational complexities of active set methods which have not been fully addressed in the literature. The algorithms and software developed in the project will not only benefit the research in computational optimization but also the investigations of new methods in broader areas of computational science. The graduate and undergraduate students supported by this project will have opportunities to perform interdisciplinary research in both computational mathematics and data science.