Abstract
This paper surveys recent developments in the area of optimization of large scale systems that have been done by the author's group. The discussion is restricted to the solution of continuous optimization problems. Key element of our optimization technology is a primal-dual interior point method that uses the barrier-penalty function as a merit function. The package NUOPT uses a line search method and a trust region method for solving large scale optimization problems. This software performs quite well for wide variety of problems from Hock and Schittkowski, and CUTE. A brief description of the modeling laguage SIMPLE is given. SIMPLE is used to describe complex systems easily. The language is implemented by using the technique of operator overloading. It uses fast automatic differentiation technique to calculate the first and second derivatives automatically. Three large scale problems which arise in practical area are also briefly discussed.
