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DTSTART:20110101T000000
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DTSTART;TZID=UTC:20120322T150000
DTEND;TZID=UTC:20120322T150000
DTSTAMP:20260505T065923
CREATED:20170124T102149Z
LAST-MODIFIED:20170124T102149Z
UID:608-1332428400-1332428400@optimisation.doc.ic.ac.uk
SUMMARY:Seminar: Lifting Methods for Generalized Semi-Infinite Programs
DESCRIPTION:Title: Lifting Methods for Generalized Semi-Infinite ProgramsSpeaker: Dr. Boris HouskaAffiliation: Centre for Process Systems Engineering at Imperial CollegeLocation: Room 217 Huxley BuildingTime: 3:00pm \nAbstract. 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. \nAbout 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.
URL:http://optimisation.doc.ic.ac.uk/event/seminar-lifting-methods-for-generalized-semi-infinite-programs/
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