Seminár centra pre ekonómiu a financie 22.10.2008

Vážení kolegovia,

pozývame Vás na seminár Centra pre ekonómiu a financie Fakulty matematiky,
fyziky a informatiky Univerzity Komenského. Jeho obsahom bude prednáška:

Peter Richtárik (Catholic University of Louvain, Belgium):
"Solving five optimization problems simultaneously in relative scale"

ktorá sa uskutoční v stredu 22.10.2008 o 15:00 hod.
v miestnosti F1-326 (POZOR opäť ZMENA!) na FMFI UK.

Abstrakt prednášky:
We propose two variants of a single efficient O(1/ e) algorithm simultaneously solving a number of related optimization problems in relative scale:
1. Find the intersection of a line and a centrally symmetric convex body Q given as the convex hull of a collection of points.
Interpretation: Our method produces a sequence of ellipsoids inscribed in Q, and "converging" towards the intersection points and as such
can be viewed as a modification of the ellipsoid rounding algorithm of Khachiyan.
2. Maximize a linear function over the polytope polar to Q.
Interpretation: A novel "Ellipsoid-pushing method" for symmetric linear programming.
3. Find the minimum l 1 norm solution of a full rank underdetermined linear system.
Interpretation: An Iteratively Reweighted Euclidean Projection method.
4. Minimize the maximum of absolute values of linear functions on a hyperplane.
Interpretation: Our method is related to Shor's subgradient method with space dilation.
5. Minimize a (specific) smooth convex function on the unit simplex.
Interpretation: A version of the Frank-Wolfe method with specialized line search. From
among the many possible applications we outline those to truss topology design and optimal design of statistical experiments.

Viac informácií o seminároch nájdete na web-stránke:
http://www.defm.fmph.uniba.sk/
v časti "Aktuality a seminare".

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