University of Cambridge > Talks.cam > Applied and Computational Analysis > How much patience do you have ? Complexity issues in nonlinear optimization

How much patience do you have ? Complexity issues in nonlinear optimization

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  • UserPhilippe Toint (The University of Namur) World_link
  • ClockFriday 27 November 2015, 15:00-16:00
  • HouseMR 15, CMS.

If you have a question about this talk, please contact Carola-Bibiane Schoenlieb.

The talk will give a broad outline of the recent advances in worst-case evaluation complexity for the nonlinear (possibly nonconvex) optimization problem. Worst-case bounds will be given for the unconstrained, convexly constrained and general constrained problems, and examples will be shown to prove the sharpness of these bounds. Besides the already remarkable fact that such bounds exist, the analysis brings several surprises related to the impact of constraints on complexity and the worst-case performance of well-known algorithms such as Newton’s method.

This talk is part of the Applied and Computational Analysis series.

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