Complementary perspectives on optimization algorithms
 
 
Description:  Simplex, interior-point, and memoryless quasi-Newton (QN) optimization algorithms are each viewed from two contrasting perspectives: the first facilitates computer implementation but runs counter to intuition, the second is both insightful and efficiency-revealing. For the memoryless QN case, the discussion is illustrated by numerical experiments. Implications for limited-memory QN algorithms are briefly considered.
Area(s):
Date:  2006-07-11
Start Time:   12:00
Speaker:  J.L. Nazareth (Professor Emeritus, Washington State University, Affiliate Professor, University of Washington)
Place:  Room 5.5
URL:  http://www.math.wsu.edu/faculty/nazareth/
Research Groups: -Numerical Analysis and Optimization
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