The Corvinus Centre for Operations Research (CCOR), the Corvinus Institute for Advanced Studies (CIAS), and the Institute of Operations and Decision Sciences invite you to the seminar talk by Anita Varga (North Carolina State University)
Full-step interior point algorithms for nonsymmetric conic optimization and an application related to polynomial optimization.
Venue: Corvinus University, Building C, Room C314
Date: May 15 (Thursday) 13:40-14:40
Abstract
In this talk, we present full-step, path-following interior point algorithms for nonsymmetric conic optimization. Unlike most existing methods, our approach requires only a logarithmically homogeneous self-concordant barrier for the primal cone, while achieving the best known iteration complexity for computing ε-optimal primal-dual solutions. We discuss different initialization techniques and update strategies.
As an application, we consider a classic and notoriously difficult polynomial optimization problem. Although standard semidefinite programming methods fail on this instance with the solvers we tried, the new interior point algorithms compute highly accurate solutions that can be certified to be near-optimal in exact arithmetic, demonstrating strong numerical performance.
The results presented are from joint work with Dávid Papp.