| Friday, October 12th, 2012 | 1:30pm-2:30pm | Burnside 1205 TBA |
Operations Research and Information Engineering, Cornell
A Fresh Look at Active Sets
Traditional nonlinear optimization - both theory and computation - relies heavily on the "active set" of constraints. Those constraints typically define a smooth surface, a crucial tool for analysis and algorithm design. This talk takes a less classical look at the geometry of this surface, using variational and semi-algebraic analysis. A proximal algorithm for composite optimization illustrates the potential.
Joint work with J. Bolte, A.