Title: Computational Progress in Linear and Mixed Integer ProgrammingSpeaker: Dr. Robert BixbyAffiliation: GurobiLocation: CPSE seminar room (C615 Roderic Hill)Time: 11:00amAbstract. We will look at the progress in linear and mixed-integer programming software over the last 25 years. As a result of this progress, modern linear programming codes are now capable of robustly and efficiently solving... Read more »

Title: Estimating variance matricesSpeaker: Prof. Karim Abadir Affiliation: Imperial College Business SchoolLocation: Room 218 Huxley BuildingTime: 2:00pmAbstract.  This talk introduces a new method for estimating variance matrices. Starting from the orthogonal decomposition of the sample variance matrix, we exploit the fact that orthogonal matrices are never ill-conditioned and therefore focus on improving the estimation... Read more »

Title: A two-phase proximal augmented Lagrangian method for large scale convex composite quadratic programmingSpeaker: Prof. Kim Chuan TohAffiliation: Department of Mathematics - National University of SingaporeLocation: CPSE seminar room (C615 Roderic Hill)Time: 11:00amAbstract. We consider an important class of high dimensional convex composite quadratic optimization problems with large numbers of linear equality and inequality constraints.... Read more »

Title: Generating structured music with local search and machine learningSpeaker: Dr. Dorien HerremansAffiliation: School of Electronic Engineering and Computer Science - Queen Mary UniversityLocation: LT 144 Huxley BuildingTime: 3:30pmAbstract. Many state of the art music generation/improvisation systems generate music that sounds good on a note-to-note level. However, these compositions often lack long term structure or... Read more »

Title: Families of Convex and Non-Convex Composite Optimization Problems for Signal Processing and Computer VisionSpeaker: Dr. Stefanos ZafeiriouAffiliation: Department of Computing - Imperial College LondonLocation: Room 217 - 218 Huxley BuildingTime: 3:00pmAbstract. About the speaker. Stefanos Zafeiriou is a Senior Lecturer (equivalent to Associate Professor) in Pattern Recognition/Statistical Machine Learning for Computer Vision in the... Read more »

Title: Rescaled coordinate descent methods for Linear ProgrammingSpeaker: Dr. Giacomo ZambelliAffiliation: Department of Management - London School of Economics and Political ScienceLocation: SALC 10 Sherfield Building Time: 4:00pmAbstract. Simple coordinate descent methods such as von Neumann’s algorithm or Perceptron, both developed in the 50s, can be used to solve linear programming feasibility problems. Their convergence... Read more »

Title: Ambiguous Joint Chance Constraints under Mean and Dispersion InformationSpeaker: Prof. Daniel KuhnAffiliation: Risk Analytics and Optimization - Ecole Polytechnique Federale De Lausanne (EPFL)Location: Room 217 Huxley BuildingTime: 4:00pmAbstract. We study joint chance constraints where the distribution of the uncertain parameters is only known to belong to an ambiguity set characterized by the mean and... Read more »

Title: The Decision Rule Approach to Optimization Under Uncertainty: Theory and ApplicationsSpeaker: Dr. Angelos GeorghiouAffiliation: Automatic Control Laboratory - Swiss Federal Institute of Technology (ETH)Location: Room 217 Huxley BuildingTime: 3:00pmAbstract. Decision making under uncertainty has a long and distinguished history in operations research. However, most of the existing solution techniques suffer from the curse of... Read more »

Title: Revenue-Optimising Scheduling in Parallel Stochastic NetworksSpeaker: Dr. Giuliano CasaleAffiliation: Department of Computing - Imperial College LondonLocation: Room 145 Huxley BuildingTime: 4:00pmAbstract. Cloud applications are often deployed on multiple virtual machines (VMs) with heterogeneous compute capacities. In this setting, we consider the optimal static scheduling of users to application servers hosted in a set of... Read more »

Title: On the standard pooling problem and strong valid inequalitiesSpeaker: Dr. Claudia D AmbrosioAffiliation: Laboratory for Information - Ecole PolytechniqueLocation: Room 311 Huxley BuildingTime: 4:00pmAbstract. The focus of this talk will be on the standard pooling problem, i.e., a continuous, non-convex optimization problem arising in the chemical engineering context. First, we will introduce the problem... Read more »