Events Optec Agenda Detail
"A worst-case-estimate for the method of conjugate gradients"
Thomas Davi (University of Duesseldorf)
The cg-algorithm is used for quadratic functions whose appropriate symmetric nxn matrix is positive definite. This demand ensures that the minimum of the function is found within n steps (theoretically - because of rounding errors in general n steps are not enough in practice). For a given dimension n and a condition number K>1 we deal with the maximum possible distance between the n-1. iterate of the cg-algorithm and the minimum of any quadratic function whose symmetric postive definite matrix has the condition number K. To measure the distance we construct a function F which contains n-1steps of the cg-algorithm. The input of F is a quadratic function and a starting vector. We analyze the function F and try to find candidates for the maximum of it by a trust-region-method.
| http://www.kuleuven.be/optec/event/541 | |
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Two OPTEC professors have been awarded three "Gouden Krijtjes", the yearly teaching awards given by the organization of engineering students (vtk). Prof. Lombaert was awarded the prize for the best course in civil engineering, and Prof. Diehl the prizes for the best professor and the best course in mathematical engineering (where he teaches numerical optimization). They received these awards at the yearly "proffentap" where experienced students taught them how to draft beer professionally.
