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A hierarchy of convex cones and new developments in primal-dual algorithms

Levent Tuncel
University of Waterloo

Abstract:

We will start with a discussion of a hierarchy for convex optimization problems based on the classes of convex cones used in representations. Then, we will move to reviewing some of the recent developments in primal-dual interior-point algorithms for convex optimization problems in the context of this hierarchy. We will make connections to various areas of mathematics and mention some open problems.

Thursday, April 27, 2017
4:00PM AP&M 6402