Cubic regularization algorithm and complexity issues for nonconvex optimization
Decanato - Facoltà di scienze informatiche
Data d'inizio: 19 Agosto 2010
Data di fine: 20 Agosto 2010
The Faculty of Informatics is pleased to announce a seminar given by prof. Philippe Toint, Department of Mathematics, University of Namur, Belgium
DATE: Thursday, August 19th, 2010
PLACE: USI Università della Svizzera italiana, room SI-008, Informatics Building (Via G. Buffi 13)
TIME: 14.00h - 16:00h
We consider regularization methods for the nonconvex unconstrained and convexely constrained optimization problems. After motivating these algorithms, we review known convergence results and emphasize their remarkable complexity properties, that is the number of function evaluations that are needed for the algorithm to produce an epsilon-critical point. We also discuss the complexity of the well-known steepest-descent and Newton's method in the unconstrained case and report some surprising conclusions regarding their relative complexity.
Philippe Toint is director of the Department of Mathematics of the University of Namur (Belgium), co-director of the Numerical Analysis Research Unit, director of the Transportation Research Group. Chairman elect (2010-2012) of the Mathematical Optimization Society , SIAM fellow (class 2009) and Honorary Professor at the University of Edinburgh.
His research interests are smooth nonlinear optimization, with an emphasis on the algorithmic viewpoint, ranging from convergence theory to numerical considerations and software development ( LANCELOT, CUTEr, GALAHAD ). Practical and multidisciplinary applications of optimization techniques.
HOST: Prof. Dr. Rolf Krause