比利时vs摩洛哥足彩
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university of california san diego
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center for computational mathematics seminar
alex guldemond
ucsd
a shifted primal-dual trust-region interior-point algorithm
abstract:
interior-point methods are some of the most effective and widely used methods to finding local minimizers of large-scale non-convex optimization problems. in this talk, we introduce three different mechanisms for ensuring global convergence to second-order local minimizers from arbitrary feasible starting points by solving a sequence of trust-region subproblems defined by quadratic models of a shifted primal-dual penalty-barrier merit function. each of these methods begins by solving the trust-region subproblem to form a new trial point, and proceeds to refine the trial iterate until a sufficient-decrease condition is met. we suggest two different definitions of the trust region, and provide numerical results comparing each of the different approaches.
march 8, 2022
11:00 am
zoom id 922 9012 0877
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