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Monday, June 22, 2020
3:00 PM - 4:30 PM
WebEx

Colloquium

CNLS Ulam Scholar Virtual Lecture Series | Numerical Nonlinear Optimization - Lecture 1

Andreas Wächter
CNLS 2019-2020 Ulam Scholar & Northwestern University

This short series of lectures gives an overview of the most-commonly used numerical algorithms for unconstrained and constrained optimization over continuous variables. This includes line-search and trust-region methods, quasi-Newton methods, active-sets method for quadratic programming, sequential-quadratic programming, and interior point methods. The goal is to give some intuitive understanding of the methods without diving deep into theory.WebEx: https://lanl-us.webex.com/lanl-us/j.php?MTID=ma127ddd037c8ed59f54f50e9731edd4b

Host: CNLS