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ISyE Guest Lecturer: Yuri Nesterov

Second-order Methods with Provable Global Complexity

GUEST LECTURER
Yuri Nesterov

AFFILIATION
CORE, Belgium

ABSTRACT
In this talk we discuss a recent progress in the general second-order minimization schemes related to the cubic regularization of the Newton's method. For convex case, we present an accelerated multistep version of the method. We consider the extensions of the new schemes onto constrained problems. Preliminary computational results are also discussed.

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Second-order Methods with Provable Global Complexity

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Thursday
Feb 8 2007
10:00am - 11:00am

Contact: Renato MonteiroISyEContact Renato Monteiro404-894-2300

In campus calendar: No

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    Published
  • Created By:
    Ruth Gregory
  • Created:
    10/12/2009
  • Modified By:
    Fletcher Moore
  • Modified:
    10/07/2016

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