Primal-dual interior-point methods with asymmetric barriers

Event Details
  • Date/Time:
    • Tuesday March 18, 2008 - Wednesday March 19, 2008
      11:00 am - 11:59 am
  • Location: Executive Classroom
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Arkadi Nemirovski
Contact Arkadi Nemirovski

Summary Sentence: Guest Lecturer: Dr. Yuri Nesterov

Full Summary: Dr. Yuri Nesterov, from the Catholic University at Louvain-la-Neuve, Belgium, will present a lecture on primal-dual interior-point methods with asymmetric barriers Executive Classroom Tuesday March 18 11:00 - 12:00

Guest Lecturer:
Dr. Yuri Nesterov
Catholic University at Louvain-la-Neuve, Belgium

Presentation Title: Primal-dual interior-point methods with asymmetric barriers

Very often, in the standard optimization problem with general cone constraints, the natural self-concordant barriers for primal and dual cones are not self-conjugate. Geometric programming and the power cones provide us with the most important examples. This primal-dual asymmetry destroys the good properties of the primal-dual barrier function. As a result, the standard machinery of the long-step infeasible-start primal-dual methods does not work.
In this talk, we show that even in the asymmetric case, the interior-point methods remain a powerful computational tool. We discuss several potential-reduction and path following primal-dual schemes. We show that some of them can be implemented in a matrix-free way. This opens a possibility for a direct competition of these polynomial-time methods with recently revived fast gradient schemes, which are applicable to very large optimization problems.

Additional Information

In Campus Calendar

School of Industrial and Systems Engineering (ISYE)

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asymmetric barriers, primal-dual interior-point methods
  • Created By: Barbara Christopher
  • Workflow Status: Published
  • Created On: Oct 12, 2009 - 5:20pm
  • Last Updated: Oct 7, 2016 - 9:47pm