Liu Bie Ju Centre for Mathematical Sciences
City University of Hong Kong
Mathematical Analysis and its Applications
Colloquium

Organized by Prof. Philippe G. Ciarlet and Prof. Roderick Wong

Generalized Newton Methods for Semi-Infinite Programs

by
Professor Liqun QI
Department of Applied Mathematics
The Hong Kong Polytechnic University

Date: March 9, 2005 (Wednesday)
Time: 4:30 pm to 5:30 pm
Venue: Room B6605 (Faculty Conference Room)
Blue Zone, Level 6
Academic Building
City University of Hong Kong

Abstract: The semi-infinite programming problem arises from various applications. It is hard to solve because of its infinite constraints. On the other hand, the generalized Newton method, including the semismooth Newton method and the smoothing Newton method, is a powerful tool to solve some nonlinear optimization problems with complicated structures. The main advantages of the generalized Newton method are its superlinear and global convergence, and its easy subproblems as systems of linear equations. In this talk, we review the efforts to apply the generalized Newton method to the semi-infinite programming problem. The latest approach includes a constrained nonsmooth equations reformulation of the semi-infinite programming problem, a smoothing approximation to a nonsmooth aggregated form of the infinite constraints, and efforts on large-scale computation.

(Tea, coffee and cookies will be provided at the Faculty Common Room in B6501 before the colloquium from 4:00 to 4:30 pm. Please come and join us!)

** All interested are welcome **

For enquiry: 2788-9816

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