Title: Matrix Learning Problems and First-Order OptimizationSpeaker: Dr. Andreas Argyriou Affiliation: Toyota Technological Institute at ChicagoLocation: Room 217 Huxley BuildingTime: 2:00pmAbstract. In the past few years, there has been significant interest in nonsmooth convex optimization problems involving matrices, especially in the areas of machine learning, statistics and control. Instances of such problems are multitask learning... Read more »

Title: The Branch-and-Sandwich Algorithm for Mixed-Integer Nonlinear Bilevel Programming ProblemsSpeaker: Dr. Polyxeni-Margarita KleniatiAffiliation: Centre for Process Systems Engineering at Imperial College LondonLocation: Room 144 HuxleyTime: 3:00pmAbstract. We extend our recently introduced algorithm for general bilevel programming problems, Branch-and-Sandwich (Kleniati and Adjiman, J. Global Optim., 2012), to the class of mixed-integer nonlinear bilevel problems. As in... Read more »

Title: Optimal control of Weakly Connected Markov Decision ProcessesSpeaker: Dr. Panos ParpasAffiliation: Department of Computing - Imperial College LondonLocation: Room 140 HuxleyTime: 4:00pmAbstract. Weakly connected Markov processes are used to model stochastic dynamics across different scales. They are widely used in electrical engineering, finance and molecular dynamics simulations. In many of these applications it is... Read more »