Seminar series
Date
Tue, 12 May 2015
Time
14:00 -
15:00
Location
L3
Speaker
Daniel Robinson
Organisation
Johns Hopkins University
I present a new method for optimizing quadratic functions subject to simple bound constraints. If the problem happens to be strictly convex, the algorithm reduces to a highly efficient method by Dostal and Schoberl. Our algorithm, however, is also able to efficiently solve nonconcex problems. During this talk I will present the algorithm, a sketch of the convergence theory, and numerical results for convex and nonconvex problems.