Ten Years of Experience with Conic Quadratic Optimization
Oct 08, 2010
from 03:00 PM to 04:00 PM
|Where||Engr IV Shannon Room 54-134|
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Erling D. Andersen
Friday, October 8, 2010 at 3:00pm
Engr IV Shannon Room 54-134
For about 10 years the software package MOSEK has been capable of solving large-scale sparse conic quadratic optimization (CQO) problems.
Based on the experience gained with CQO during those 10 years we will present a few important applications of conic quadratic optimization, discuss properties of the CQO problem and give an overview of how MOSEK solve a CQO problem. We will also present numerical results demonstrating the performance of MOSEK on CQO problems and discuss future developments.
Erling D. Andersen is CEO and chief scientist at the company MOSEK ApS. MOSEK ApS was established in 1997 by Erling D. Andersen and Knud D. Andersen and it specializes in creating advanced software for solution of mathematical optimization problems. In particular, the company focuses on solution linear, quadratic, and nonlinear convex optimization problems.
The primary research interest of Erling is optimization and in particular convex optimization. During the last 10 years Erling has worked with turning the interior point optimization ideas appearing in the late eighties into commercially useful software with quite some success as witnessed by the company MOSEK ApS.