[APDIO] Course: Low-cost methods for large-scale optimization

[Carmo Brás <mb@fct.unl.pt>]

Dear Colleague,

The course "Low-cost methods for large-scale optimization" will be held on 14th of June of 2016 at Centro de Matemática e Aplicações, FCT-UNL, Campus de Caparica.
 
Responsible: Marcos Raydan, Full Professor at Department of Scientific Computing and Statistics, Simon Bolivar University, Caracas, Venezuela. 

Description: An algorithmic and theoretical approach to large-scale numerical optimization, unconstrained and convex constrained, with special emphasis on practical schemes that work.

Topics: A quick review on convexity, quadratic functions, and optimality conditions for unconstrained and convex constrained optimization. Gradient-type methods and the conjugate gradient method for the minimization of convex quadratic functions. Extensions to the large-scale unconstrained minimization problem, including suitable nonmonotone line search strategies, to
 guarantee convergence to first order stationary points. Extensions to the projected gradient method for convex constrained minimization problems.

Prerequisites: Basic undergraduate level courses in linear algebra, multi-variable calculus, and numerical analysis.
 
Schedule:   10:00 - 12:00 - Course
                        12:00 - 12:15 - Coffee-break (on your own)
                        12:15 - 13:15 - Course
                        13:15 - 14:30 - Lunch (on your own)
                        14:30 - 16:30 - Course

Place: FCT-UNL, Room of Seminars, building VII.

Supported by the Fundação para a Ciência e a Tecnologia (Portuguese Foundation for Science and Technology) through the project UID/MAT/00297/2013 (Centro de Matemática e Aplicações)


There are no fees associated with the course. However, for a better logistic planning, if you intend to attend this event, please send an email to Carmo Brás (mb@fct.unl.pt).

Best regards,

Ana Luísa Custódio and Carmo Brás