Title: TBASpeaker: Jacek Gondzio Affiliation: University of Edinburgh Zoom: Register through The Fields Institute
Having briefly introduced the key ideas which make interior point methods (IPMs) such a powerful optimization approach, I shall focus on a solution of the Newton systems and in particular on the use of iterative (Krylov-subspace) techniques to perform this task.
The Newton systems arising in IPMs are inherently ill-conditioned and preconditioning is a must to make iterative methods work.
A re-design of IPMs to enable the use of iterative techniques provides a completely new perspective on these methods.
I will address both theoretical and practical aspects of it.
Title: HiGHS: Theory, software and ImpactSpeaker: Julian Hall Affiliation: University of Edinburgh Zoom: Register through The Fields Institute
Since Dantzig formulated the simplex algorithm in 1947, the widespread need to solve linear optimization problems drove the development of algorithmic and computational techniques for decades, yielding several high performance commercial and open source software systems. This talk will focus on the Edinburgh-based work on solving large scale sparse linear programming problems that underpins the high performance open source linear optimization software, HiGHS, the challenges of developing such software, and the Impact that it has achieved.