Wednesday, August 3, 2016 - 2:00pm - 3:30pm
Shuzhong Zhang (University of Minnesota, Twin Cities)
In this talk we will introduce conic optimization models, in particular second-order cone programming (SOCP) and semidefinite programming (SDP). We will discuss various applications of these new optimization models. Conic duality theory will be introduced as well. Finally we will introduce the so-called central path following method for solving semidefinite programming.