Leírás
CCOR minikurzus
Időpontjai:
szeptember 19. 13:40-15:10 C 557 terem
szeptember 20. 9:50-11:20 C 204 terem
szeptember 20. 13:40-15:10 C 557 terem
Abstract:
In the mini-course we present the basic concepts that are needed to introduce interior-point-algorithms based on the algebraically equivalent transformation (AET) of the central path system. First, we deal with P*(Κ)-linear complementarity problems (LCPs). We present a predictor-corrector algorithm and prove its polynomial iteration complexity. Next, we consider P*(Κ)-horizontal linear complementarity problems over the Cartesian product of symmetric cones (SCHLCPs). This includes LCPs as a special case and covers a wide range of optimization problems as well, such as semidefinite optimization and symmetric cone optimization. We propose a generalization for SCHLCPs of the predictor-corrector algorithm introduced for LCPs. Moreover, we prove that our algorithm solves the problem in polynomial time for a whole set of parameters.
Az előadásokat hibrid formában szervezzük, online Teamsen lehet majd csatlakozni.
For Teams access please contact E.-Nagy Marianna (marianna.eisenberg-nagy[at]uni-corvinus.hu).