Tutte colloquium-Levent Tuncel

Title: A New Complexity Analysis of Primal-Dual Interior-Point Methods with Applications to Hyperbolic Cone Programming

Abstract: Primal-dual interior-point methods stand at the forefront of convex optimization, distinguished by their theoretical efficiency and practical robustness. After presenting the fundamental structure of these algorithms, I will introduce a complexity measure for a large family of primal-dual algorithms. A consequence of the new analyses of this complexity measure is a substantial improvement of the iteration 
complexity bounds for these primal-dual algorithms on hyperbolic cone programming problems.

This talk is based on joint work with Joachim Dahl and Lieven Vandenberghe.