An Introduction to A Class of Matrix Optimization Problems

Ph.DDOCTOR OF PHILOSOPH

Morceaux Choisis en Optimisation Continue et sur les Systèmes non Lisses

MasterThis course starts with the presentation of the optimality conditions of an optimization problem described in a rather abstract manner, so that these can be useful for dealing with a large variety of problems. Next, the course describes and analyzes various advanced algorithms to solve optimization problems (nonsmooth methods, linearization methods, proximal and augmented Lagrangian methods, interior point methods) and shows how they can be used to solve a few classical optimization problems (linear optimization, convex quadratic optimization, semidefinite optimization (SDO), nonlinear optimization). Along the way, various tools from convex and nonsmooth analysis will be presented. Everything is conceptualized in finite dimension. The goal of the lectures is therefore to consolidate basic knowledge in optimization, on both theoretical and algorithmic aspects

Generalized averaged Gaussian quadrature and applications

A simple numerical method for constructing the optimal generalized averaged Gaussian quadrature formulas will be presented. These formulas exist in many cases in which real positive GaussKronrod formulas do not exist, and can be used as an adequate alternative in order to estimate the error of a Gaussian rule. We also investigate the conditions under which the optimal averaged Gaussian quadrature formulas and their truncated variants are internal

MS FT-2-2 7 Orthogonal polynomials and quadrature: Theory, computation, and applications

Quadrature rules find many applications in science and engineering. Their analysis is a classical area of applied mathematics and continues to attract considerable attention. This seminar brings together speakers with expertise in a large variety of quadrature rules. It is the aim of the seminar to provide an overview of recent developments in the analysis of quadrature rules. The computation of error estimates and novel applications also are described