When: November 11, 2015, 12:30 PM
Location: 3rd Floor Orchard View Room , Discovery Building
Contact: 608-316-4401, firstname.lastname@example.org
Quasi-Newton Trust-Region Methods
Quasi-Newton methods are viable alternatives to Newton’s method for solving optimization problems because they do not require computing and solving with the potentially very large Hessian matrix while still maintaining a superlinear convergence rate. Systems of linear equations arising from quasi-Newton methods can be solved efficiently using the compact representation of the quasi-Newton matrices. In this talk, we present a compact formulation for the entire Broyden convex class of updates for limited-memory quasi-Newton methods. Furthermore, we demonstrate how they can be used to solve large-scale trust-region subproblems with quasi-Newton Hessian approximations.
Joint work with Jennifer Erway (Wake Forest University) and Johannes Brust (UC Merced)
SILO is a lecture series with speakers from the UW faculty, graduate students or invited researchers that discuss mathematical related topics. The seminars are organized by WID’s Optimization research group.
SILO’s purpose is to provide a forum that helps connect and recruit mathematically-minded graduate students. SILO is a lunch-and-listen format, where speakers present interesting math topics while the audience eats lunch.