Séminaire en optimisation GERAD/CRC-ONDI : « Primal path following methods based on the log-barrier function »
514-340-6053 poste 6979
Site Web
2920, chemin de la Tour
Montréal, QC Canada
H3T 1N8
514 343-6111
Site Web | Itinéraire et carte
Consulté 550 fois
Primal-dual interior point methods have been intensively studied in the past two decades. However, it remains touchy to ensure both global convergence and fast asymptotic efficiency. Log barrier methods naturally possess the global convergence (to stationary points) property but one has to resort to extrapolations to enhance their asymptotic behavior. We will present recent developments about high order path (primal) following methods. Moreover, we will present some evidence that such approaches may be efficient even when no constraint qualification holds and the KKT multiplier set is empty.
---------------------------------------
Important
Ce séminaire vous permettra d’échanger avec le conférencier et les chercheurs présents autour de boissons et de collations.
Nous vous remercions de confirmer votre présence.