Speaker: Dr. Igor Griva, Mathematics, George Mason University

Title: Convergence properties of primal-dual interior- and exterior-point methods for nonlinear constrained optimization.

Abstract: 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
http://math.gmu.edu/
Tel. 703-993-1460, Fax. 703-993-1491