BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Narrowing the difficulty gap for the Celis-Dennis-Tapia problem - 
 Bomze\, I (Universitt Wien)
DTSTART:20130719T150000Z
DTEND:20130719T153000Z
UID:TALK46295@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:We study the so-called  Celis-Dennis-Tapia (CDT) problem to mi
 nimize a non-convex quadratic function over the intersection of two ellips
 oids. \nContrasting with the well-studied trust region problem where the f
 easible set is just one ellipsoid\, the CDT problem seems to be not yet fu
 lly understood. Our main objective in this paper is to narrow the difficul
 ty gap defined by curvature of the Lagrangian. We propose seemingly novel 
 sufficient and necessary conditions for local and global optimality\, and 
 hint at algorithmic possibilities to exploit these. \n\nKey words:  Coposi
 tive matrices\, non-convex optimization\, optimality condition\, polynomia
 l optimization\, trust region problem\n\nCo-speaker: Michael Overton\, Cou
 rant Institute of Math.~Sciences\, New York University\, U.S.A.\n
LOCATION:Seminar Room 1\, Newton Institute
END:VEVENT
END:VCALENDAR