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Boris Mordukhovich, Wayne State University, Criticality of Lagrange Multipliers in Conic Programming with Applications to Superlinear Convergence of SQP

April 18, 2019 | 3:00 pm - 4:00 pm EDT

His talk concerns the study of criticality of Lagrange multipliers in variational systems that have been recognized in both theoretical and numerical aspects of optimization and variational analysis. In contrast to the previous developments dealing with polyhedral KKT systems and the like, we now focus on general nonpolyhedral systems that are associated, in particular, with problems of conic programming.

Details

Date:
April 18, 2019
Time:
3:00 pm - 4:00 pm EDT
Event Categories:
,

Venue

SAS 4201