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October 2016
Seminar: Optimisation with occasionally accurate data
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.…
Find out more »Seminar: Pooling Problems: Advances in Theory and Applications
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…
Find out more »September 2016
Seminar: Mixed-integer convex optimization
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…
Find out more »July 2016
Seminar: Scheduling Algorithms for Energy Efficiency in Computing Systems
Title: Scheduling Algorithms for Energy Efficiency in Computing SystemsSpeaker: Dimitrios LetsiosAffiliation: Department of Computing - Imperial College LondonLocation: Huxley BuildingTime: 3:00pmAbstract. Energy consumption of computing devices has become an important issue nowadays. A major tool for efficient energy management in the system level is dynamic speed (frequency) scaling combined with job scheduling. In this context, the processing time of a job is not fixed, but it depends on the speed at which it is processed while the energy is a…
Find out more »May 2016
Seminar: Symmetry Groups and Topological Structure of Optimisation Problems
Title: Symmetry Groups and Topological Structure of Optimisation ProblemsSpeaker: Georgia KouyialisAffiliation: Department of Computing - Imperial College LondonLocation: Huxley BuildingTime: 5:00pmAbstract. About the speaker. Georgia Kouyialis is a PhD student in the Department of Computing (QUADS group), at Imperial College, under the supervision of Dr. Ruth Misener. She obtained the MSci (Hons) degree in Mathematics from University College London (UCL). She received the EPSRC DTA funding and her research evolves around Mixed Integer Nonlinear Programming.
Find out more »Seminar: Asymptotic Error Bounds for Control Constrained Singularly Perturbed Linear Quadratic Optimal Control Problems
Title: Asymptotic Error Bounds for Control Constrained Singularly Perturbed Linear Quadratic Optimal Control ProblemsSpeaker: Sei HoweAffiliation: Department of Computing - Imperial College LondonLocation: Huxley BuildingTime: 4:00pmAbstract. About the speaker. Sei Howe is a PhD student in the QUADS group at Imperial College. She received her B.A in pure mathematics from Reed College, USA in 2011 and her M.Sc. in pure mathematics from Imperial College in 2012. Her supervisor is Dr. Panos Parpas and her research focuses on stochastic optimization of…
Find out more »Seminar: A Parametric Approach to Solving the Pooling Problem
Title: A Parametric Approach to Solving the Pooling ProblemSpeaker: Radu Baltean LugojanAffiliation: Department of Computing - Imperial College LondonLocation: Huxley BuildingTime: 5:00pmAbstract. We develop an algorithm solving specialised pooling problem instances and generating cutting planes for more generic instances. The approach parameterises the optimisation problem with respect to the pool concentration variables and uncovers embedded sparsity and polyhedral/topological properties for a variety of instances. The presentation generalises and extends recent work analysing computational complexity of the pooling problem . Our…
Find out more »Seminar: On the Convergence of Galerkin Type Multilevel Optimization Methods
Title: On the Convergence of Galerkin Type Multilevel Optimization MethodsSpeaker: Chin Pang Ho (Clint)Affiliation: Department of Computing - Imperial College LondonLocation: Huxley BuildingTime: 4:00pmAbstract. About the speaker. Chin Pang Ho (Clint) is a PhD student in the Department of Computing (QUADS group) at Imperial College, under the supervision of Dr Panos Parpas. He received a BS in Applied Mathematics from the University of California, Los Angeles and an MSc in Mathematical Modeling and Scientific Computing from the University of Oxford.
Find out more »Seminar: Integrating Mixed Integer Optimisation and Logic with Satisfiability Modulo Theories
Title: Integrating Mixed Integer Optimisation and Logic with Satisfiability Modulo TheoriesSpeaker: Miten MistryAffiliation: Department of Computing - Imperial College LondonLocation: Room 418 Huxley BuildingTime: 5:00pmAbstract. Mixed integer optimisation problems, especially those involving design or organisation, often have an inherent logical structure. Existing frameworks to model and utilise such structure reformulate the problem into a mixed integer model or make use of specialised constraints. Using the application of two-dimensional bin packing, we explore Satisfiability Modulo Theories (SMT) as a means to…
Find out more »Seminar: Multi-Level Accelerated Algorithm for Large-Scale Convex Composite Minimization
Title: Multi-Level Accelerated Algorithm for Large-Scale Convex Composite MinimizationSpeaker: Vahan HovhannisyanAffiliation: Department of Computing - Imperial College LondonLocation: Room 418 Huxley BuildingTime: 4:00pmAbstract. We propose a multi-level algorithm for solving convex composite optimization problems. Our method exploits the fact that many applications that give rise to large-scale problems can be modelled using varying degrees of fidelity. We show that it converges to a minimizer with optimal rate. Using numerical experiments we show that on large-scale computer vision problems our algorithm…
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