Colloquium Mathematics, Prof.dr. Philippe Toint

Join us for coffee and tea at 15.45 p.m.

 

 

Date: Tuesday, April 5^th 2011

Speaker: Prof. Dr. Philippe Toint (University of Namur, Belgium)

Room: 5161.0267 (Bernoulliborg),

Time: 16.15

 

 

 

Title:Cubic regularization algorithm and complexity issues for nonconvex optimization

 

 

Abstract:

 

We consider regularization methods for the nonconvex unconstrained and
convexely constrained optimization problems.  After motivating these
algorithms, we review known convergence results and emphasize their remarkable
complexity properties, that is the number of function evaluations that are
needed for the algorithm to produce an epsilon-critical point.  We also
discuss the complexity of the well-known steepest-descent and Newton's method
in the unconstrained case and report some surprising conclusions regarding
their relative complexity. We also indicate why the cubic relaxation method
(ARC) is remarkable and how results obtained for methods using first and
second derivatives may be extended to first-order and DFO algorithms.

This is joint work with Coralia Cartis and Nick Gould.

  

 

 

 

Colloquium coordinators are Prof.dr. A.C.D. van Enter (e-mail : A.C.D.van.Enter@rug.nl) and

Dr. M. Dür (e-mail: M.E.Dur@rug.nl)