Avviso di seminario: HESSIAN BARRIER ALGORITHMS FOR LINEARLY CONSTRAINED OPTIMIZATION PROBLEMS
Speaker:
Mathias Staudigl, Maastricht University, Department of Quantitative Economics, Operations Research and Mathematics Group
Data dell'evento:
Tuesday, 27 November, 2018 - 16:00
Luogo:
Aula A3, Via Ariosto 25
Contatto:
Francisco Facchinei, francisco.facchinei@uniroma1.it
We develop an interior-point method for conic constrained optimization problems (possibly nonconvex) of the form:
min f (x) s.t.: Ax = b, for x belonging to C, where C is a closed convex cone.
More details are given in the attached flyer