Introduction to Interior Point Methods for Convex Optimization
|Affiliation:||University of Waterloo|
|Room:||Mathematics and Computer Building (MC) 6486|
This is the first of a series of three lectures on interior point methods for convex optimization. Interior point methods (IPMs) are a class of algorithms for computing approximate solutions to convex optimization problems. In this talk, I will introduce self-concordant barriers, their duality theory, their geometry, and some of the implications of this all for IPMs.
200 University Avenue West
Waterloo, ON N2L 3G1