Thursday, May 8, 2014 10:00 am
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10:00 am
EDT (GMT -04:00)
Introduction to Interior Point Methods for Convex Optimization
Speaker: | Jim Geelen |
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Affiliation: | University of Waterloo |
Room: | Mathematics and Computer Building (MC) 6486 |
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.