Speaker: Dr. Igor Griva, Mathematics, George Mason University
Title: Convergence properties of primal-dual interior- and exterior-point methods for nonlinear constrained optimization.
Primal-dual algorithms are efficient techniques for solving nonlinear
constrained optimization problems. In this talk we consider two
primal-dual algorithms: interior- and exterior-point methods. We
analyze their convergence properties and discuss similarities and
fundamental differences between the algorithms.
Time: Friday, Sep. 18, 2009, 1:30-2:30 p.m.
Place: Science and Tech I, Room 242
Department of Mathematical Sciences
George Mason University
4400 University Drive, MS 3F2
Fairfax, VA 22030-4444
Tel. 703-993-1460, Fax. 703-993-1491