Trust-Region and interior point methods for nonconvex mathematical programming
Centre Européen de Recherche et de Formation Avancée en Calcul Scientifique42, Avenue Gaspard Coriolis
31057 Toulouse Cedex
Tel : 05 61 19 31 31 - Fax : 05 61 19 30 00
TRUST-REGION AND INTERIOR POINT METHODS FOR NONCONVEX MATHEMATICAL PROGRAMMING
Prof. Philippe Toint
(Facultes Universitaires Notre-Dame de la Paix, Namur, Belgium)
Tuesday March 17, 11.00 a.m. CERFACS Conference Room
The talk will focus on the use of general norms in the context of trust-region methods, seen as a tool to examine the global convergence properties of interior-point methods for nonconvex mathematical programming problems. After a brief survey of the convergence properties associated with the use of such norms, we will discuss their application to the affine-scaling method, which will reveal some difficulties in the use of this algorithm. We will also consider a variant of the Coleman-Li method for problems involving linear inequality constraints.
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