Interior Point Methods
Florian Potra
Dept. of Mathematics and Statistics, UMBC
Tuesday, September 30, 2003 15:00-16:00,
Room 145, NIST North (820)
Gaithersburg
Tuesday, September 30, 2003 13:00-14:00,
Room 4550
Boulder
Abstract:
The modern era of interior-point methods dates to 1984, when Karmarkar
proposed his algorithm for linear programming. In the years since
then, algorithms and software for linear programming have become quite
sophisticated, while extensions to more general classes of problems,
such as convex quadratic programming, semidefinite programming, and
nonconvex and nonlinear problems, have reached varying levels of
maturity. The first part of the talk will review the most important
results in interior-point methods obtained in the past two decades,
while the second part of the talk will concentrate on some recent
results obtained by the author and his collaborators.
Contact: A. J. KearsleyNote: Visitors from outside NIST must contact
Robin Bickel; (301) 975-3668;
at least 24 hours in advance.
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