BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Stephen Wright (University of Wisconsin) DTSTART:20200928T133000Z DTEND:20200928T143000Z DTSTAMP:20260423T021005Z UID:OWOS/19 DESCRIPTION:Title: Se cond-Order Methods for Nonconvex Optimization with Complexity Guarantees\nby Stephen Wright (University of Wisconsin) as part of One World Optim ization seminar\n\n\nAbstract\nWidely used algorithms for smooth nonconvex optimization problems - unconstrained\, bound-constrained\, and general e quality-constrained - can be modified slightly to ensure that approximate first- and\nsecond-order optimal points are found\, with complexity guaran tees that depend on the desired accuracy. We discuss methods constructed f rom Newton's method\, conjugate gradients\, randomized Lanczos\, trust-reg ion\nframeworks\, log-barrier\, and augmented Lagrangians. We derive upper bounds on various measures of complexity in terms of the tolerances requi red. Our methods use Hessian information only in the form of Hessian-vecto r products - an operation that does not require the Hessian itself to be e valuated or stored explicitly.\n\nthe address and password of the zoom roo m of the seminar are sent by e-mail on the mailinglist of the seminar one day before each talk\n LOCATION:https://researchseminars.org/talk/OWOS/19/ END:VEVENT END:VCALENDAR