Plenary Lecture
On a Hybrid Algorithm for Convex Programming Problems
Professor Yixun Shi
Department of Mathematics, Computer Science and Statistics
Bloomsburg University of Pennsylvania
USA
E-mail: yshi@bloomu.edu
Abstract: Many interior point methods for convex programming solve an (n+m)-by-(n+m) linear system in each iteration. In this paper, two iterative methods for solving linear systems are combined together and embedded into interior point methods. Based on that, a hybrid algorithm for solving convex programming problems is proposed.
Brief Biography of the Speaker: Yixun Shi graduated with a B.S. degree in mathematics from Anhui Normal University, China in 1981, and then with a M.S. degree in mathematics from Shanghai Normal University, China in 1984. From 1984 to 1987 he taught in the Department of Mathematics of Shanghai Normal University, China. From 1987 to 1992 He studied in the University of Iowa, USA, and graduated in 1992 with a Ph.D. degree in mathematics. Since then he has been a faculty member of the Department of Mathematics, Computer Science and Statistics at the Bloomsburg University of Pennsylvania, USA, serving as an assistant professor from 1992 to 1996, an associate professor from 1996 to 2000, and a full professor since 2000. His research interests include numerical optimization and nonlinear system of equations, scientific computing, computational statistics, mathematical modeling, financial mathematics, and mathematics education. He is author of a number of books and more than 50 papers published in international journals and conference proceedings. He has also delivered keynote speeches at various international conferences.