Factorization-Free Optimization
Speaker:
Dominique Orban, GERAD and Ecole Polytechnique
Date and Time:
Friday, June 3, 2016 - 11:30am to 12:00pm
Location:
Fields Institute, Room 230
Abstract:
We discuss factorization-free implementations of methods for constrained optimization with an emphasis on topics that relate closely to some of Andy Conn's major contributions to our field, including augmented Lagrangians, trust-region methods, the L1 norm, and industrial applications.