Wednesday, July 28, 2021

Wednesday, July 28, 2021 — 10:00 to 10:00 AM EDT

Title: A primal-dual interior-point algorithm fo rnonsymmetric conic optimization

Speaker: Erling D. Andersen Affiliation: Mosek ApS Zoom: Register through The Fields Institute

Abstract:

It is well known that primal-dual interior-point algorithms for linear optimization can easily be extended to the case of symmetric conic optimization, as shown by Nesterov and Todd (NT) in their 1997 paer about self-scaled barriers. Although many convex optimization problems can be expressed using symmetric cones then models involving for instance exponential functions do not belong to the class of symmetric conic optimization problems.

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