EVENT

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Lecture on Numerical Linear Algebra and Optimization by Prof. Zhong-Zhi Bai

Outline

Date:
September 14th (Monday), 2015
Time:
10:00-11:00am
Place:
National Institute of Informatics, 17F, Room 1716 (Instruction Room 1)
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Title:
On Convergence of Preconditioned AVMM for Solving Equality-Constraint Quadratic Programming Problems
Speaker:
Professor Zhong-Zhi Bai
State Key Laboratory of Scientific/Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, P.O. Box 2719, Beijing 100190, P.R. China,
Email: bzz[at]sec.cc.ac.cn
*Please replace [at] with @.
Abstract:
We discuss unique solvability of the equality-constraint quadratic programming problem, establish a class of preconditioned alternating variable minimization with multiplier (PAVMM) methods for iteratively computing its solution, and demonstrate asymptotic convergence property of these PAVMM methods. We also discuss an algebraic derivation of the PAVMM method by making use of matrix splitting.
Contact

Ken Hayami
E-mail: hayami[at] nii.ac.jp
*Please replace [at] with @.

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