Seminar - Tor Myklebust

Introduction to Interior Point Methods for Convex Optimization

Abstract:

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.