Montag, 05. Dezember 2016, 16:45 - 17:45 iCal

ISOR Colloquium

"Continuation in Optimization: From interior point methods to Big Data"

 

 

Lecture Hall 12 (2nd floor)
Oskar-Morgenstern-Platz 1, 1090 Vienna

Vortrag

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In this talk we will discuss similarities between two homotopy-based approaches:

- (inexact) primal-dual interior point method for LP/QP, and

- preconditioned Newton conjugate gradient method for big data optimization.

Both approaches rely on clever exploitation of the curvature of optimized functions and deliver efficient techniques for solving optimization problems of unprecedented sizes. We will address both theoretical and practical aspects of these methods.

Zur Webseite der Veranstaltung

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Veranstalter

Institut für Statistik und Operations Research

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Kontakt

Mag. Vera Lehmwald
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38651
vera.lehmwald@univie.ac.at

Erstellt am Freitag, 04. November 2016, 13:38
Letzte Änderung am Montag, 07. November 2016, 08:51