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Theory Seminar

On the equivalence between simulated annealing and Interior Point Methods

Jacob AbernethyUniversity of Michigan
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In this talk we will look at a surprising equivalence between two well-known techniques in optimization: the use of Newton's methods with self-concordant barrier functions developed Nesterov, Nemirovsky, and others; and the method of simulated annealing via sampling methods developed by Kalai and Vempala.

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CSE