Title: Lifting Methods for Generalized Semi-Infinite Programs
Speaker: Dr. Boris Houska
Affiliation: Centre for Process Systems Engineering at Imperial College
Location: Room 217 Huxley Building
Time: 3:00pm

Abstract. In this talk we present numerical solution strategies for generalized semi-infinite optimization problems (GSIP), a class of mathematical optimization problems which occur naturally in the context of design centering problems, robust optimization problems, and many fields of engineering science. GSIPs can be regarded as bilevel optimization problems, where a parametric lower-level maximization problem has to be solved in order to check feasibility of the upper level minimization problem. In this talk we discuss three strategies to reformulate a class lower-level convex GSIPs into equivalent standard minimization problems by exploiting the concept of lower level Wolfe duality. Here, the main contribution is the discussion of the non-degeneracy of the corresponding formulations under various assumptions. Finally, these non-degenerate re-formulations of the original GSIP allow us to apply standard nonlinear optimization algorithms.

About the speaker. Boris Houska studied mathematics and physics at the university of Heidelberg in 2003-2008. He obtained his Ph.D. in 2011 in Electrical Engineering at the Optimization in Engineering Center (OPTEC) at K.U. Leuven. Since 2012 he is a postdoctoral researcher at the Centre of Process Systems Engineering at Imperial College. His research interests include numerical optimization and optimal control, robust optimization, as well as fast MPC algorithms.