|Professor of Chemical Engineering at the Imperial College, London|
Professor of Optimization at the University of Edinburgh
Title: Interior Point Methods and Beyond
Abstract: In this talk I will discuss an impact made by interior point methods (IPMs) for optimization. IPMs deliver efficient and reliable solution techniques for linear, quadratic, nonlinear, second-order cone and semidefinite programming problems and excel when dimensions of problems are large. They also provide an inspiration for a design of more general schemes for solving other classes of optimization problems by using an inexact Newton method embedded into a continuation scheme.
Silver Professor of Computer Science at Courant Institute of Mathematical Sciences, New York University
Title: Teaching Numerical Optimization: How to Move from Theory to Code?
Abstract: Those who teach numerical optimization almost always start with theory. But it is also important for students to learn about computational and software issues that arise in writing code for solving real-world problems. This talk will discuss a variety of ideas for achieving this often-overlooked transition.