Séminaire Abdessamad AMIR

Jeudi 13 Mars 2014 (14h00, salle G001)

Abdessamad AMIR , Laboratoire des Mathématiques Pures et Appliquées - Université de Mostaganem.

Titre : A Quasi-Newton Approach For Linear Programming.

Résumé : We propose an algorithm based on the BFGS Quasi-Newton method to solve a linear program. The choice of this method is justified by its theoretical efficiency, the ease to determine a descent direction and its fast convergence towards an optimal solution.

Our proposed method is compared with Newton's method of linear program LPNEW, proposed by O. Mangasarian and widely used as an optimization algorithm for Datamining and Machine Learning.