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Philippe Toint (The University of Namur) 
Friday 27 November 2015, 15:00-16:00
How much patience do you have ? Complexity issues in nonlinear optimization
- đ¤ Speaker: Philippe Toint (The University of Namur) đ Website
- đ Date & Time: Friday 27 November 2015, 15:00 - 16:00
- đ Venue: MR 15, CMS
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Carola-Bibiane Schoenlieb
Abstract
The talk will give a broad outline of the recent advances in worst-case evaluation complexity for the nonlinear (possibly nonconvex) optimization problem. Worst-case bounds will be given for the unconstrained, convexly constrained and general constrained problems, and examples will be shown to prove the sharpness of these bounds. Besides the already remarkable fact that such bounds exist, the analysis brings several surprises related to the impact of constraints on complexity and the worst-case performance of well-known algorithms such as Newton’s method.
Series This talk is part of the Applied and Computational Analysis series.
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