Primal-dual Interior point method

Date and Time

2020-09-04 10:00 오전

Place

24205 (off-line)

Speaker(s)

Yun Yeong-seok

Overview

Primal-dual interior point method is similar to barrier interior point method. Both methods are motivated in terms of perturbed KKT conditions. But there are quite big differences between them. First of all Primal-dual interior-point methods take one Newton step, And move on. and Primal-dual interior-point iterates are not necessarily feasible.

YouTube

Reference(s)

Convex Optimization (Cambridge University Press 2004)

Seminar Material

Has this presenter uploaded material to Lab Synology?
Yes.

File Station > Seminar Materials > Lab Seminar Materials

Go to Top