ISyE Seminar Series - Global performance of the Newton method

Event Details
  • Date/Time:
    • Tuesday November 22, 2005 - Monday November 21, 2005
      10:00 am - 11:00 pm
  • Location: Executive Classroom - Main Building
  • Phone:
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  • Fee(s):
    N/A
  • Extras:
Contact
Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102
Summaries

Summary Sentence: ISyE Seminar Series - Global performance of the Newton method

Full Summary: ISyE Seminar Series - Global performance of the Newton method

In this talk we consider different strategies for regularization of the pure Newton method as applied to unconstrained minimization problems.

For these schemes we prove general convergence results. We establish also the global and local worst-case complexity bounds. It is shown that the corresponding search directions can be computed by a standard linear algebra technique. We discuss also a possibility to accelerate the scheme on the convex problems.

Additional Information

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H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

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Seminar/Lecture/Colloquium
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Status
  • Created By: Barbara Christopher
  • Workflow Status: Published
  • Created On: Oct 8, 2010 - 7:38am
  • Last Updated: Oct 7, 2016 - 9:52pm