Continuous Optimization Seminar - Leanne Stuive
Title: Efficient First-Order Methods for Linear Programming and Semidefinite Programming
| Speaker: | Leanne Stuive |
| Affiliation: | University of Waterloo |
| Room: | MC 5479 |
Abstract:
We will be discussing the paper (bearing the same title) of James Reneger. We present a simple transformation of any linear program or semidefinite program into an equivalent convex optimization problem whose only constraints are linear equations. The objective function is defined on the whole space, making virtually all subgradient methods be immediately applicable.