Leonid Faybusovich (Univ. of Notre Dame)
Self-concordant barriers and matrix models
The goal to this talk is to describe a mysterious connection between self-concordant barrier functions arising in interior-point algorithms of optimization and matrix models of quantum field theory. Though the nature of these objects seems to be completely different, the mathematical structure appears to be remarkably similar. We will try to show how to exploit this connection to the benefit of optimization theory. The connection with completely integrable systems is also described.