Spring 2019

Primal-Dual Algorithms for Hyperbolic Programming Problems

Tuesday, Apr. 30, 2019 10:30 am11:15 am PDT

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Levent Tuncel (University of Waterloo)

We will present new primal-dual algorithms for hyperbolic programming problems. Our algorithms have many desired properties including polynomial-time iteration-complexity for computing an approximate solution (for well-posed instances). In the special case of dense SDPs (as well as for symmetric cone programming problems with self-scaled barriers), our algorithms specialize to Nesterov-Todd algorithm. However, for certain sparse SDPs, our algorithms are new and have additional desired properties. The talk is based on joint work with Lieven Vandenberghe.