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Instructors: Prof. Dr. rer. nat. Stefan Ulbrich; M.Sc. Anne-Therese Rauls
Event type:
Lecture & Exercise
Org-unit: Dept. 04 - Mathematics
Displayed in timetable as:
IPM convex Opti
Subject:
Crediting for:
Hours per week:
3
Language of instruction:
German and English
Min. | Max. participants:
- | -
Course Contents:
Introduction: Examples, classical barrier method, central path, Newton’s method; interior point methods for linear optimization: primal path following method, primal-dual path following method, convergence theory, complexity; interior point methods for general convex optimization: selfconcordant barrier funtions, selfconcordance and Newton’s method, short step method, long step method, applications
Literature:
S.J. Wright: Primal-Dual Interior Point Methods;
Y. Nesterov, A. Nemirovski: Interior-Point Polynomial Algorithms in Convex Programming;
J. Renegar: A Mathematical View of Interior-Point Methods in Convex Optimization;
Y. Ye: Interior Point Algorithms: Theory and Analysis; Wiley- Interscience
Preconditions:
recommended: Introduction to Optimization
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