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Interior point continuous trajectories for optimization: motivations, convergence, and computation

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讲座题目:Interior point continuous trajectories for optimization: motivations, convergence, and computation
讲座人: 廖立志教授
讲座时间:9:00
讲座日期:2018-4-23
地点:数学与信息科学学院学术交流厅

讲座内容简介:
         In this talk, we will overview the interior point continuous trajectory approach for convex optimization. Our discussion will start with the motivations and fundamental ideas behind the interior point continuous trajectory approach. With many existing results on interior point methods for convex optimization, some convergence results associated with the interior point continuous trajectory approach will be presented. Finally, some solutions schemes and computational issues will be addressed.

讲座人简介: 
         Li-Zhi Liao received the B. S. degree in applied mathematics from Tsinghua University, Beijing, China, in 1984, and the M. S. and Ph. D. degrees in operations research from Cornell University, Ithaca, NY, USA, in 1988 and 1990, respectively.
         He is currently a Professor with Hong Kong Baptist University, Hong Kong. His current research interests include continuous methods for optimization, optimal control, variational inequality and numerical linear algebra. He has published more than 70 research articles in well-known journals including SIAM Journal on Optimization, Mathematical Programming, IEEE Transactions on Neural Networks and Learning Systems, IEEE Transactions on Pattern Analysis and Machine Intelligence and so on.

 
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