数学与系统科学研究院

计算数学所学术报告会

 

报告人:       Prof. Yaxiang Yuan

                                        ICMSEC

 

报告题目:

An Interior-point Trust Region Algorithm for General Symmetric Cone Programming

报告摘要:

  An interior-point trust-region algorithm is proposed for minimization of general (perhaps, non-convex) quadratic objective function over the domain obtained as the intersection of a symmetric cone with an affine subspace. The algorithm uses a trust-region model to ensure descent on a suitable merit function. Convergence to first-order and second-order optimality conditions is proved. Application to solve large-scale trust-region subproblem is presented.


报告时间: 2005年10月27日(周四) 下午4:00--5:00

报告地点:科技综合楼三层311报告厅

          欢迎大家参加!