Ekonomická a finančná matematika http://www.iam.fmph.uniba.sk/studium/efm/forum/ |
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Seminár centra pre ekonómiu a financie 22.10.2008 http://www.iam.fmph.uniba.sk/studium/efm/forum/viewtopic.php?f=8&t=172 |
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Autor: | chladna [ Str Okt 15, 2008 12:12 pm ] |
Predmet príspevku: | Seminár centra pre ekonómiu a financie 22.10.2008 |
Vážení kolegovia, pozývame Vás na seminár Centra pre ekonómiu a financie Fakulty matematiky, fyziky a informatiky Univerzity Komenského. Jeho obsahom bude prednáška: Peter Richtárik (Catholic University of Louvain, Belgium): "Solving five optimization problems simultaneously in relative scale" ktorá sa uskutoční v stredu 22.10.2008 o 15:00 hod. v miestnosti F1-326 (POZOR opäť ZMENA!) na FMFI UK. Abstrakt prednášky: We propose two variants of a single efficient O(1/ e) algorithm simultaneously solving a number of related optimization problems in relative scale: 1. Find the intersection of a line and a centrally symmetric convex body Q given as the convex hull of a collection of points. Interpretation: Our method produces a sequence of ellipsoids inscribed in Q, and "converging" towards the intersection points and as such can be viewed as a modification of the ellipsoid rounding algorithm of Khachiyan. 2. Maximize a linear function over the polytope polar to Q. Interpretation: A novel "Ellipsoid-pushing method" for symmetric linear programming. 3. Find the minimum l 1 norm solution of a full rank underdetermined linear system. Interpretation: An Iteratively Reweighted Euclidean Projection method. 4. Minimize the maximum of absolute values of linear functions on a hyperplane. Interpretation: Our method is related to Shor's subgradient method with space dilation. 5. Minimize a (specific) smooth convex function on the unit simplex. Interpretation: A version of the Frank-Wolfe method with specialized line search. From among the many possible applications we outline those to truss topology design and optimal design of statistical experiments. Viac informácií o seminároch nájdete na web-stránke: http://www.defm.fmph.uniba.sk/ v časti "Aktuality a seminare". Tešíme sa na Vašu účasť, CEF |
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