9:15 AM-11:15 AM
Rio Mar 5
Sponsored by SIAM Activity Group on Optimization
In the last ten years, the impact of interior methods has extended far beyond linear programming, to semidefinite programming, convex conic programming, and nonconvex nonlinear programming. For semidefinite programming, and more generally, convex conic programming, interior point methods are clearly the method of choice; indeed, they have no serious competitor (except the simplex method, which is applicable only to linear programs). For nonconvex nonlinear programming, interior point methods are starting to challenge the established SQP (successive quadratic programming) methods, but they still have a long way to go.The speakers will present a mix of theoretical and numerical results in these exciting and active research areas.
Organizer: Michael L. Overton