Title:  
IPMs for Conic Linear Optimization

Speaker: 
Prof. Tamas Terlaky, Canada Research Chair in Optimization 
Director, McMaster School of Computational Engineering and Science
Department of Computing and Software, 
McMaster University, Hamilton, Ontario, Canada, 

Abstract: 
This talk gives a brief review of conic duality, and introduces the basic concepts of 
Interior Point Methods , such as the central path and the availability of interior points. 
We discuss properties of second order conic optimization (SOCO) and semidefinite 
optimization (SDO) problems. Specific scaling techniques required by IPMs for 
SOCO and SDO problems are shortly discussed. Then the BenTal-Nemirovski 
robust optimization model is discussed. Finally the most important features of the
SeDuMi software package are reviewed.