OPTIMIZATION SEMINAR

Wednesday, February 4, 11:30am

Thomson 215


The Geometry of Optimization Algorithms over Convex Polyhedra

Jim Burke, Mathematics, UW

We consider the minimization of a smooth function over a convex polyhedron and analyze the behavior of the iterates relative to the face structure of the polyhedron. The analysis provides insight into issues involving the finite identification of the active constraints, the strict complementary slackness condition, and strong second-order sufficiency conditions.


Mathematics Department University of Washington