OR Seminar

Date: 07/04/2017

Hour: 15h30

Venue: Sala de Seminários, ed. VII

Interior-point methods: complexity vs. superlinear convergence

Florian Potra (Department of Mathematics and Statistics,  University of Maryland, Baltimore County, USA)

Interior point methods have revolutionized the field of mathematical programming over the past three decades. They have been used for proving polynomial complexity for different classes of mathematical programming problems, and they have been implemented in very efficient software packages for solving large scale optimization problems arising in a variety of applications. While the implemented interior point methods may not always have proven computational complexity, they typically possess superlinear convergence. The talk highlights the most relevant results on the polynomial complexity and superlinear convergence of interior point methods in the literature, and presents some recent results obtained by the speaker and his collaborators.