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Path-following algorithms for optimization
【2017.6.23 9:30am, N219】

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 2017-06-22 

  Colloquia & Seminars 

  Speaker

叶荫宇教授,

The K.T. Li Chair Professor of Engineering at Department of Management Science and Engineering and Institute of Computational and Mathematical Engineering, Stanford University. 
The Director of the MS&E Industrial Affiliates Program.

  Title

Path-following algorithms for optimization

  Time

2017.6.23 9:30-10:30

  Venue

N219

  Abstract

We propose some path-following algorithms for unconstrained or simply-constrained optimization problems.

We analyze their convergence rates under various Lipshitz conditions. We also explore the predictor and corrector method and its high-order extension.

        

  Affiliation

 

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