What is a self-concordant barrier function?, and what is an accelerated first-order algorithm? (ICM Series: On the work of Yurii Nesterov)
Common Room, CMSA 20 Garden Street, Cambridge, MA, United StatesCMSA Q&A Seminar Speaker: Robert M. Freund, MIT Title: What is a self-concordant barrier function?, and what is an accelerated first-order algorithm? (ICM Series: On the work of Yurii Nesterov) Abstract: The two most impactful contributions of Nesterov on both theory and computation in optimization are (i) self-concordant barriers for interior-point methods in convex optimization, and (ii) […]