Title: Formal Proofs for Nonlinear OptimizationSpeaker: Dr. Victor MagronAffiliation: Department of Electrical and Electronic Engineering - Imperial College LondonLocation: Room 217 Huxley BuildingTime: 2:00pmAbstract. We present a formally verified global optimization framework. Given a semialgebraic or transcendental function f and a compact semialgebraic domain K, we use the nonlinear maxplus template approximation algorithm to provide... Read more »

Title: Supply Chain Optimization - from strategic to operational decision levelsSpeaker: Prof. Ana Barbosa-PovoaAffiliation: University of LisbonLocation: CPSE seminar room (C615 Roderic Hill)Time: 3:00pmAbstract. Supply Chains are complex systems that involve challenging problems. Such problems require suitable answers so as to guarantee efficiency and responsiveness improvements of the involved systems. When answering to such problems... Read more »

Title: Bifurcation Analysis Using Complete Search Methods Speaker: Dr. Mario Eduardo VillanuevaAffiliation: Centre for Process Systems Engineering at Imperial CollegeLocation: Room 217 Huxley BuildingTime: 2:00pmAbstract. When studying a non-linear dynamic system it is important to locate and characterise its equilibrium manifold and its bifurcation regions within a pre-specified computational domain. Except for very few simple... Read more »

Title: The Complexity of Primal-Dual Fixed Point Methods for Ridge RegressionSpeaker: Prof. Ademir RibeiroAffiliation: Department of Mathematics - Federal University of ParanaLocation: Room 218 Huxley BuildingTime: 2:00pmAbstract. We study the ridge regression (L2 regularized least squares) problem and its dual, which is also a ridge regression problem. We observe that the optimality conditions can be... Read more »

Title: Are Targets for Renewable Portfolio Standards Too Low? - The Impact of Market Structure on Energy Policy? (joint work with Makoto Tanaka and Yihsu Chen)Speaker: Dr Afzal SiddiquiAffiliation: Department of Statistical Science - University College LondonLocation: Room 217 Huxley BuildingTime: 2:00pmAbstract. In order to limit climate change from greenhouse gas emissions, governments have introduced... Read more »

Title: A cycle-based formulation and valid inequalities for DC power transmission problems with switchingSpeaker: Prof. Jeff LinderothAffiliation: Departments of Industrial and Systems Engineering and Computer Sciences (by courtesy) - University of Wisconsin-MadisonLocation: LT 145 Huxley BuildingTime: 3:00pmAbstract. It is well-known that optimizing network topology by switching on and off transmission lines improves the efficiency of... Read more »

Title: A bilevel programming problem occurring in smart gridsSpeaker: Prof. Leo LibertiAffiliation: Ecole Polytechnique ParisLocation: CPSE seminar room (C615 Roderic Hill)Time: 11:00amAbstract. A key property to define a power grid "smart" is its real-time, fine-grained monitoring capabilities. For this reason, a variety of monitoring equipment must be installed on the grid. We look at the... Read more »

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 »