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September 2016

Seminar: Mixed-integer convex optimization

September 16, 2016 @ 3:00 pm

Title: Mixed-integer convex optimizationSpeaker: Miles LubinAffiliation: Massachusetts Institute of TechnologyLocation: Room 217 Huxley BuildingTime: 3:00pmAbstract. Mixed-integer convex optimization problems are convex problems with the additional (non-convex) constraints that some variables may take only integer values. Despite the past decades' advances in algorithms and technology for both mixed-integer *linear* and *continuous, convex* optimization, mixed-integer convex optimization problems have remained relatively more challenging and less widely used in practice. In this talk, we describe our recent algorithmic work on mixed-integer convex optimization…

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October 2016

Seminar: Pooling Problems: Advances in Theory and Applications

October 3, 2016 @ 3:00 pm

Title: Pooling Problems: Advances in Theory and ApplicationsSpeaker: Fabian RigterinkAffiliation: School of Mathematical and Physical Sciences - The University of Newcastle AustraliaLocation: Room 554 Huxley BuildingTime: 3:00pmAbstract. The pooling problem is a nonconvex nonlinear programming problem with important applications. The nonlinearities of the problem arise from bilinear constraints that capture the blending of raw materials. In this talk, we summarise our recent contributions to the problem, which fall into the following categories: Formulations: we propose new multi-commodity flow formulations based…

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Seminar: Optimisation with occasionally accurate data

October 25, 2016 @ 2:00 pm - 5:00 pm

Title: Optimisation with occasionally accurate data Speaker: Coralia Cartis Affiliation: Mathematical Institute - Oxford and Balliol College Location: Huxley building Time: 2:00pm (1 hour) Abstract. We present global rates of convergence for a general class of methods for nonconvex smooth optimization that include linesearch, trust-region and regularisation strategies, but that allow inaccurate problem information. Namely, we assume the local (first- or second-order) models of our function are only sufficiently accurate with a certain probability, and they can be arbitrarily poor otherwise.…

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November 2016

Seminar: On the Passage From Local to Global in Optimization – New Challenges in Theory and Practice

November 3, 2016 @ 4:30 pm

Title: On the Passage From Local to Global in Optimization - New Challenges in Theory and Practice Speaker: Prof. Panos M. Pardalos Affiliation: Departments of Industrial and Systems and Biomedical Engineering - University of Florida Location: Room 145 Huxley Building Time: 4:30pm (1 hour) Abstract. Large scale problems in the design of networks, energy systems, medicine and drug design, in finance, and engineering are modeled as optimization problems. Humans and nature are constantly optimizing to minimize costs or maximize profits, to maximize the flow…

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Seminar: On Robust Selection Problems

November 7, 2016 @ 2:30 pm

Title: On Robust Selection Problems Speaker: Marc Goerigk Affiliation: Department of Management Science - Lancaster University Location: Room LT1 Business School Time: 2:30pm (1 hour) Abstract. Robust optimisation considers problems that are affected by uncertain data: How can we find a solution that performs well, even if things don't go quite as planned? Typically, adding robustness to a problem makes it harder to solve. The selection problem is maybe the simplest non-trivial combinatorial optimisation problem. Given a set of n…

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December 2016

Seminar: Solution of an old problem in vector optimisation – Support function of the generalised Jacobian

December 5, 2016 @ 3:00 pm

Title: Solution of an old problem in vector optimisation - Support function of the generalised Jacobian Speaker: Prof. Abbas Edalat Affiliation: Department of Computing - Imperial College Location: Room 217 Huxley Building Time: 3:00pm (1 hour) Abstract. Many optimisation problems are non-smooth in the sense that the objective function is not differentiable. This is invariably the case in many areas of application when the objective function contains simple constructs such as maximum or minimum of several differentiable functions or contains, for example, the absolute…

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Seminar: On Bit Representations of Mixed-Integer Quadratic Programs.

December 6, 2016 @ 3:00 pm

Title: On Bit Representations of Mixed-Integer Quadratic Programs. Speaker: Prof. Adam Letchford Affiliation: Management School - Lancaster University Location: Room 217 Huxley Building Time: 3:00pm (1 hour) Abstract. A standard trick in integer programming is to replace each bounded general-integer variable with a small number of binary variables, using the bit representation of the given variable. (See, e.g., Owen & Mehrotra, 2002; Coppersmith & Lee, 2005; Muldoon et al., 2013; Bonami & Margot, 2015). Recently, bit representation was found to be…

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Seminar: Smart Grids and Optimization – A Winning Combination

December 13, 2016 @ 1:30 pm

Title: Smart Grids and Optimization - A Winning Combination Speaker: Prof. Miguel Anjos Affiliation: Polytechnique Montreal Location: Room 217 Huxley Building Time: 1:30pm (1 hour) Abstract. A smart grid is the combination of a traditional electrical power system with information and energy both flowing back and forth between suppliers and consumers. This new paradigm introduces major challenges such as the integration of intermittent generation and storage, and the need for electricity consumers to play an active role in the operations of…

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January 2017

Seminar: Stochastic reformulations of linear systems and efficient randomized algorithms

January 20 @ 3:00 pm

Title: Stochastic reformulations of linear systems and efficient randomized algorithms Speaker: Dr. Peter Richtarik Affiliation: School of Mathematics, University of Edinburgh Location: Room 217 Huxley Building Time: 3:00pm Abstract. We propose a new paradigm for solving linear systems. In our paradigm, the system is reformulated into a stochastic problem, and then solved with a randomized algorithm. Our reformulation can be equivalently seen as a stochastic optimization problem, stochastically preconditioned linear system, stochastic fixed point problem and as a probabilistic intersection problem. We propose…

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September 2017

Seminar: Prediction of Stock market crashes,entry exits from bubbles, hedge fund disasters and their prevention

September 25 @ 2:00 pm - 3:00 pm

Title: Prediction of Stock market crashes,entry exits from bubbles, hedge fund disasters and their prevention Speaker: Prof. William T. Ziemba Affiliation: Sauder School of Business, University of British Columbia Location: LG19b Seminar Room, Business School Time: 2:00pm Abstract. Bubbles occur in financial markets from time to time. By a bubble we mean that the prices are going up just because people expect them to continue rising. In these cases the prices exceed the fair value based on fundamentals. Jarrow and his…

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