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.
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.