Seminars & Events

Mathematics and Computer Science Division Seminar
"The Perfect STRM"

DATE: January 31, 2007
TIME: 3:00pm
SPEAKER: Todd Munson, MCS Divsion
LOCATION: Bldg. 221 Room A-261, Argonne National Laboratory

Description:
Globalized Newton methods minimize a merit function along a direction to obtain the next iterate. When the algorithm converges to a local minimizer that is not a global minimizer of the merit function, the convergence rate deteriorates. We look at using second-order information for the merit function to improve the convergence rate of the globalized algorithm to these local minimizers. Some preliminary experience with a semismooth trust-region method (STRM) for solving complementarity problems on multiplayer matrix games will be presented.

More Information:
Coffee: Costa Rica from Arbor Vitae Java & Juice
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