Subspace Technique
for Nonlinear Optimization
|
Professor
Ya-xiang Yuan
Institute of Computational Mathematics and Scientific/Engineering Computing,
Chinese Academy of Sciences
Academician of Chinese Academy of Sciences
AMS Fellow, 2012
SIAM Fellow, 2011
Awardee of Chern Shiing S. Mathematics Award
Awardee of Feng Kang Prize, 1995
Awardee of L. Fox Award, 1985
(Poster)
(Photo)
|
Date: |
4 January 2013 (Friday) |
Time: |
4:30pm
- 5:30pm (Preceded by Reception at 4:00pm) |
Venue: |
RRS905, Sir Run Run Shaw Building,
Ho Sin Hang Campus, Hong Kong Baptist University
|
|
|
|
Abstract
In this talk, we review various subspace techniques that are used in constructing of
numerical methods for nonlinear optimization. The subspace techniques are getting
more and more important as the optimization problems we have to solve are getting
larger and larger in scale. Subspace techniques have the advantage of reducing both
computation cost and memory size. The essential part of a subspace method is how to
choose the subspace in which the trial step or the trust region should belong.
Examples of applications of subspace techniques are also presented.
|
|
All
are welcome |
|
|