10:30 AM-12:30 PM
Room: Sidney Smith 1069
Since the publication of Karmarkar's paper in 1984, our view of how to solve optimization problems has changed dramatically. In particular, there has been great success in both theoretical complexity analysis and practical experience with solving large-scale linear programs using the new primal-dual interior-point approaches.
Much of the success for the linear case has followed through to the convex programming case, e.g. for semidefinite programming and for quadratic constrained quadratic convex programs. However, many questions such as exploiting sparsity remain open. In the first part of this minisymposium, the speakers will focus on Interior-Point Methods and Convex Programs.
Although the success for interior-point methods has not yet followed through to the general nonlinear programming case, there are many promising steps in this direction. Many difficulties have arisen, e.g. line search problems, scaling, sparsity considerations, ill-conditioning. The speakers in the second part of this minisymposium will focus on Interior-Point Methods and General Nonlinear Programs.
See Part II, MS76.Organizers: Michael Overton