数学与系统科学研究院

计算数学所学术报告会

报告人： Prof. Yaxiang Yuan

ICMSEC

报告题目：

An Interior-point Trust Region Algorithm for General Symmetric Cone Programming

报告摘要：

An interior-point trust-region algorithm is proposed for minimization of general (perhaps, non-convex) quadratic objective function over the domain obtained as the intersection of a symmetric cone with an affine subspace. The algorithm uses a trust-region model to ensure descent on a suitable merit function. Convergence to first-order and second-order optimality conditions is proved. Application to solve large-scale trust-region subproblem is presented.

报告时间： 2005年10月27日(周四) 下午4:00--5:00

报告地点： 科技综合楼三层311报告厅

欢迎大家参加!