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Interior-point methods for linear programming: an introduction

Student-Run Discrete Math Seminar

Speaker: Yuriy Zinchenko, University of Calgary
Location: 3106 MSB
Start time: Tue, May 29 2012, 11:00AM

Modern interior-point methods revolutionized the area of structured convex optimization within the past three decades. In this talk we will discuss some fundamentals of these methods for linear programming -- the problem of minimizing a linear functional over an intersection of a finite-dimensional real affine subspace with a cone of non-negative coordinates.