A semi-algebraic look at Sequential Quadratic Programming (SQP)
Event details
| Date | 09.11.2015 |
| Hour | 15:15 › 16:00 |
| Speaker | Professor Jérôme Bolte |
| Location |
MAA112
|
| Category | Conferences - Seminars |
The study of the behaviour of sequences generated by Sequential Quadratic Programming (SQP) or Sequential Convex Programming method (SCP) is a difficult matter: sequences can oscillate, active constraints seem to have an unpredictable behaviour, cluster points are most of the time KKT points but oscillations can still occur, value convergence can be arbitrarily slow... All these counter-intuitive phenomena can occur with indefinitely smooth data and nice qualification conditions, yet they do not occur in real life save perhaps because of some numerical obstruction.
How can we explain this discrepancy between theory and practice?
The object of this talk is to show that semi-algebraicity (subanalyticity/definability) gives an elegant answer to this apparent contradiction.
Joint work with E. Pauwels (Toulouse, France)
Lausanne, 3 November 2015/DK/ag
How can we explain this discrepancy between theory and practice?
The object of this talk is to show that semi-algebraicity (subanalyticity/definability) gives an elegant answer to this apparent contradiction.
Joint work with E. Pauwels (Toulouse, France)
Lausanne, 3 November 2015/DK/ag
Practical information
- General public
- Free
- This event is internal
Organizer
- Prof. Colin Jones & Daniel Kressner
Contact
- Annick Gaudin Delmonaco