Ponente: Dr. Florian Potra, University of Maryland
Resumen:
The modern era of interior-point methods dates to 1984, when Karmarkar proposed his algorithm for linear programming. In the years since then, algorithms and software for linear programming have become quite sophisticated, while extensions to more general classes of problems, such as convex quadratic programming, semidefinite programming, and nonconvex and nonlinear problems, have reached varying levels of maturity. The first part of the talk will review the most important results in interior-point methods obtained in the past two decades, while the second part of the talk will concentrate on some recent results obtained by the author and his collaborators.