Convex Optimization and Variational Inequalities

Speaker: 

Joydeep Dutta Indian Institute of Technology Department of Mathematics and Statistics Kanpur 208016 http://www

Time: 

Monday, 4 July 2011 (All day)

Venue: 

  • A-212 (STCS Seminar Room)

This talk concerns the basic facts of convex optimization and variational inequalities. We will discuss about subgradients and provide important examples. Further we will discuss some important algorithms for non-smooth convex optimization like the projected subgradient method. We will also discuss some important algorithms for solving finite dimensional varitaional inequality problems.