DOCSLIB.ORG

INFORMS OS Today 4(1)

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
INFORMS OS Today 4(1) INFORMS OS Today The Newsletter of the INFORMS Optimization Society Volume 4 Number 1 May 2014 Contents Chair's Column ............................. 1 Chair's Column Nominations for OS Prizes ................. 28 Nominations for OS Officers ............... 29 Sanjay Mehrotra Industrial Engineering and Management Sciences Host Sought for the 2016 OS Conference ....29 Department, Northwestern University [email protected] Featured Articles My Nonlinear (Non-Straight) Optimization Path Donald Goldfarb . .3 Optimization is now becoming a household Looking Back at My Life word in communities across engineering, man- Alexander Shapiro . 10 agement, health and other areas of scientific re- search. I recall an advice from my department Adding Squares: From Control Theory to Opti- chairman when I came up for tenure over twenty mization years ago: `You need to explain in layman terms Pablo Parrilo . 14 the nature of optimization research, and demon- A Branch-and-Cut Decomposition Algorithm strate its use in practice. The promotion and for Solving Chance-Constrained Mathematical tenure committee is full of bench scientists, and Programs with Finite Support they don't understand what we do'. Hard work James R. Luedtke . 20 and persistence from our community members have lead in establishing optimization as a \core Sparse Recovery in Derivative-Free Optimization technology." The goal in front of us is to es- Afonso Bandeira . .24 tablish our leadership as drivers of research that changes the life of the common man. This is hard, since it requires simultaneous thinking in deep mathematical terms, as we all like to do, and in broad applied terms. However, I hope that the time to come will bring optimizers and optimization technology to new heights. Let us all work together to make it happen. Send your comments and feedback to the Editor: The present issue of the INFORMS Opti- mization Society newsletter, \INFORMS OS To- Shabbir Ahmed day," features articles by the 2013 OS prize win- School of Industrial & Systems Engineering ners: Donald Goldfarb and Alexander Shapiro Georgia Tech, Atlanta, GA 30332 (Khachiyan Prize for Lifetime Accomplishments [email protected] in Optimization), Pablo Parrilo (Farkas Prize for Mid-career Researchers), James Luedtke (Prize for Young Researchers), and Afonso Bandeira 2 INFORMS Optimization Society Newsletter (Student Paper Prize). These articles summa- rize their motivation of working on optimization problems, and the prize winning works. The arti- cles by Don Goldfarb and Alex Shapiro describe their very interesting life journeys that brought them to optimization research that is beautifully intertwined with events in their personal lives. In a similar spirit Pablo's article \Adding squares: from control theory to optimization" takes us through the motivation of his work in polynomial optimization. Jim Luedtke summarizes his very interesting work in the paper \A branch-and- From root to leaves: Ilya Hicks, James Luedtke, Dan cut decomposition algorithm for solving chance- Steffy, Gustavo Angulo, Jeff Linderoth, Akshay Gupte constrained mathematical programs with finite support" for which he won the Young Researcher award. Afonso Bandeira summarizes his work very strong presence at the annual INFORMS on \Sparse recovery in derivative-free optimiza- meetings, the next one being in San Francisco, tion" that he completed with Katya Scheinberg California on November 9-12 at the Hilton and and Lu´ısN. Vicente with motivation from com- Union Square and Parc 55 Wyndham. Our par- pressed sensing. ticipation is organized via the OS sponsored clus- In this issue we also have announcements of ters, which are organized by our Vice Chairs: key OS activities: Calls for nominations for the 2014 OS prizes, a call for nominations of can- • Imre Polik, Computational Optimization didates for OS officers, and a call for the OS and Software ([email protected]) 2016 Conference. The previous five conferences • Leo Liberti, Global Optimization have had a diverse set of themes: \Optimization ([email protected]) and HealthCare" (San Antonio, 2006); \Theory, • Juan Pablo Vielma, Integer and Discrete Computation and Emerging Applications" (At- Optimization ([email protected]) lanta, 2008); \Energy, Sustainability and Cli- • John Mitchell, Linear and Conic Optimiza- mate Change" (Gainesville, 2012); \Optimiza- tion ([email protected]) tion and Analytics" (Coral Gables, 2012); and • Vladimir Boginski, Network Optimization \Optimization and Big Data" (Houston, 2014). ([email protected]) The 2014 edition of the INFORMS Optimization • Andreas W¨achter, Nonlinear Optimization Society Conference was held March 6-8 in Hous- ([email protected]) ton, Texas, hosted by the Department of Compu- • Andrew Schaefer, Optimization under Un- tational and Applied Mathematics at Rice Uni- certainty ([email protected]) versity. Many thanks go to Ilya Hicks who served as the general conference chair, and to the other You will note that the area names of several of members of the organizing committee: Matthias the vice-chairs have changed. Nearly 225 mem- Heinkenschloss and Wotao Yin. The conference bership votes were received for the name change was attended by more than 125 participants from ballot that was sent out earlier this year. Inte- eight countries. It featured 104 talks in 29 ses- ger Programming is now called Integer and Dis- sions, 4 outstanding plenary talks, amazing food, crete Optimization (92% in favor of change); Lin- and { in keeping with OS Conference tradition ear Programming and Complementarity is now { at least one confirmed human pyramid. Please called Linear and Conic Optimization (81% in fa- consider being active in the nomination process, vor of change); Networks is now called Network as well as hosting the 2016 OS conference. Optimization (90% in favor of change); Nonlin- Optimization Society has traditionally had a ear Programming is now called Nonlinear Opti- Volume 4 Number 1 May 2014 3 mization (85% in favor of change); and Stochas- from an early age I was fascinated by mathemat- tic Programming is now called Optimization un- ics. I was admitted to the elite math-oriented der Uncertainty (71% in favor of change). Stuyvesant High School in New York City. How- Our impressive presence within INFORMS ever, due to my family's move to the outer is due to the hard work of our vice-chairs, reaches of Queens which made the daily com- and it reflects the very large membership of mute to Stuyvesant prohibitively long, I went to the OS. Please contact appropriate Vice Chairs an ordinary high school with little exposure to to get involved. I want to remind you that interesting mathematics. While in high school, I Pietro Belotti continues to be the OS webmas- could not imagine how becoming a mathemati- ter, and he is always pleased to get your feedback cian could lead to a career. I naively thought on our website: www.informs.org/Community/ that to be a mathematician one had to be like Optimization-Society. Euclid and invent geometry. So when I applied I look forward to seeing you at the INFORMS to college, I chose chemical engineering as it in- national meeting in November, in particular, at volved science and mathematics, my strongest the OS Prize session, and the OS Business Meet- academic subjects. During my first week as a ing. The latter is always one of the highlights student at Cornell, I discovered that there was of an INFORMS meeting to have some refresh- a program in Engineering Physics that required ments, meet with old friends and make new ones. ten semesters of mathematics (engineering was a five-year program in those days). This appealed to me, but when I asked the Dean of Engineer- ing to switch to it from the Chemical Engineer- My Nonlinear ing program that I had selected before arriving on campus, he counseled me to not change my (Non-Straight) selection as there was a common core program Optimization Path during the first two years in engineering, and I Donald Goldfarb could transfer later if I did well. I did well, espe- Department of Industrial Engineering and Operations cially in math, but I had many Chem. E. friends Research, Columbia University, New York, NY 10027 and stayed on as a Chem. E., principally out [email protected] of inertia. When I applied to graduate school, I again considered going on in math, but since I seemed to be good at chemical engineering and It is truly a great honor to have been selected believed that doctoral studies in chemical engi- as a recipient of the 2013 INFORMS Khachiyan neering would be more challenging than my un- Prize for Lifetime Achievements in Optimiza- dergraduate studies, again inertia won out. tion. I would like to take this opportunity to I arrived at Princeton in the fall of 1963 relate how I arrived at this point in my career. and chose to work on stochastic optimal con- It was certainly not a direct path that I followed, trol problems in chemical engineering. My ini- but one that has brought me great satisfaction tial approach was based on Pontryagin's maxi- and deep and lasting friendships with other op- mum principle. This involved solving two-point timizers. However, first I wish to humbly thank boundary value problems, which required guess- the members of the prize committee who selected ing the values of the adjoint (dual) variables me, Jorge Nocedal (chair), Michael Todd, Jean- at the initial time and then minimizing their Philippe Vial, and Lawrence Wolsey and to my deviation from their known values at the final friends and colleagues, Sanjay Mehrotra, Michael time. Unfortunately, this process was extremely Overton and Katya Scheinberg who nominated unstable and unless one's guess was very close me. to the correct initial values, the adjoint system I did not start out as a mathematician; in fact of differential equations blew up. Fortuitously, all my degrees are in chemical engineering. But around this time (fall 1965) I learned about 4 INFORMS Optimization Society Newsletter gradient and second-order methods that had mination properties of the DFP method worked been recently proposed by Arthur Bryson and for my projected version of the DFP method, others to solve optimal control problems, and I knew that I had the basis for a thesis.
Load more

Recommended publications
  • Prizes and Awards Session
    PRIZES AND AWARDS SESSION Wednesday, July 12, 2021 9:00 AM EDT 2021 SIAM Annual Meeting July 19 – 23, 2021 Held in Virtual Format 1 Table of Contents AWM-SIAM Sonia Kovalevsky Lecture ................................................................................................... 3 George B. Dantzig Prize ............................................................................................................................. 5 George Pólya Prize for Mathematical Exposition .................................................................................... 7 George Pólya Prize in Applied Combinatorics ......................................................................................... 8 I.E. Block Community Lecture .................................................................................................................. 9 John von Neumann Prize ......................................................................................................................... 11 Lagrange Prize in Continuous Optimization .......................................................................................... 13 Ralph E. Kleinman Prize .......................................................................................................................... 15 SIAM Prize for Distinguished Service to the Profession ....................................................................... 17 SIAM Student Paper Prizes ....................................................................................................................
    [Show full text]
  • On Mathematical Programming (ISMP 2015), the Most Important Meeting of the Mathematical Optimization Society (MOS)
    TABLE OF CONTENTS i PROGRAM COMMITTEE LOCAL ORGANIZING COMMITTEE Welcome from the Chair ii Chair Chair Schedule of Daily Events and Sessions iii Gérard P. Cornuéjols François Margot Carnegie Mellon University Carnegie Mellon University Cluster Chairs v USA Speaker Information vi Egon Balas Egon Balas Carnegie Mellon University Internet Access vii Carnegie Mellon University USA Lorenz T. Biegler Conference Mobile App vii Carnegie Mellon University Xiaojun Chen Where to go for Lunch vii The Hong Kong Polytechnic University Gérard P. Cornuéjols Opening Ceremony & Reception viii China Carnegie Mellon University Conference Cruise & Banquet ix Monique Laurent Iganacio E. Grossmann CWI Amsterdam Carnegie Mellon University Plenary & Semi-Plenary Lectures x The Netherlands John Hooker Exhibitors xv Sven Leyffer Carnegie Mellon University Master Track Schedules xvii Argonne National Laboratory USA Fatma Kilinç-Karzan Floor Plans xxii Carnegie Mellon University Arkadi Nemirovski Georgia Institute of Technology Javier F. Peña USA Carnegie Mellon University Technical Sessions 1 Monday 1 Jorge Nocedal Oleg A. Prokopyev Northwestern University University of Pittsburgh Tuesday 41 USA Kirk Pruhs Wednesday 71 Andrzej Ruszczy´nski University of Pittsburgh Rutgers University Thursday 101 USA Nikolaos V. Sahinidis Friday 140 Carnegie Mellon University Claudia Sagastizábal IMPA Rio de Janeiro (Visiting Researcher) Andrew J. Schaefer Brazil University of Pittsburgh Session Chair Index 168 David P. Williamson Michael A. Trick Author Index 170 Cornell University Carnegie Mellon University Session Index 180 USA Willem-Jan van Hoeve Laurence Wolsey Carnegie Mellon University Université Catholique de Louvain Belgium ii WELCOME FROM THE CHAIR Tepper School of Business Carnegie Mellon University 5000 Forbes Ave Pittsburgh, PA 15213-3890 It is a pleasure to welcome you to the 22nd International Symposium on Mathematical Programming (ISMP 2015), the most important meeting of the Mathematical Optimization Society (MOS).
    [Show full text]
  • Mathematics People
    NEWS Mathematics People Tardos Named Goldfarb and Nocedal Kovalevsky Lecturer Awarded 2017 von Neumann Éva Tardos of Cornell University Theory Prize has been chosen as the 2018 AWM- SIAM Sonia Kovalevsky Lecturer by Donald Goldfarb of Columbia the Association for Women in Math- University and Jorge Nocedal of ematics (AWM) and the Society for Northwestern University have been Industrial and Applied Mathematics awarded the 2017 John von Neu- (SIAM). She was honored for her “dis- mann Theory Prize by the Institute tinguished scientific contributions for Operations Research and the to the efficient methods for com- Management Sciences (INFORMS). binatorial optimization problems According to the prize citation, “The Éva Tardos on graphs and networks, and her award recognizes the seminal con- work on issues at the interface of tributions that Donald Goldfarb computing and economics.” According to the prize cita- Jorge Nocedal and Jorge Nocedal have made to the tion, she is considered “one of the leaders in defining theory and applications of nonlinear the area of algorithmic game theory, in which algorithms optimization over the past several decades. These contri- are designed in the presence of self-interested agents butions cover a full range of topics, going from modeling, governed by incentives and economic constraints.” With to mathematical analysis, to breakthroughs in scientific Tim Roughgarden, she was awarded the 2012 Gödel Prize computing. Their work on the variable metric methods of the Association for Computing Machinery (ACM) for a paper “that shaped the field of algorithmic game theory.” (BFGS and L-BFGS, respectively) has been extremely in- She received her PhD in 1984 from Eötvös Loránd Univer- fluential.” sity.
    [Show full text]
  • Introduction of the Class of 2020
    National Academy of Engineering October 4, 2020 CLASS OF 2020 Members and International Members CLASS OF 2020 MEMBERS Class of 2020: Members In February 2020 the members of the NAE elected 86 new members and 18 new international members. Election to the NAE is one of the highest professional distinctions conferred on engineers. The main criteria for membership in the National Academy of Engineering are outstanding personal contributions and accomplishments in one or both of the following categories: 1. Engineering research, practice, or education, including, where appropriate, significant contributions to the engineering literature. 2020 2. Pioneering of new and developing fields of technology, making major advancements in traditional fields of engineering, or MEMBERS developing/implementing innovative approaches to engineering education, or providing engineering leadership of major endeavors. The following pages feature the names, photographs, and election citations of each newly elected member and international member. The numbers following their names denote primary and secondary NAE section affiliations. Dr. Lilia A. Abron (4) Dr. Saeed D. Barbat (10) President and Chief Executive Officer Executive Technical Leader Safety, Policy, and CLASS OF PEER Consultants, P.C. Vehicle Analytical Tools Ford Motor Company For leadership in providing technology-driven sustainable housing and environmental For leadership in automotive safety and engineering solutions in the United States and contributions to the science of crashworthiness, South Africa. occupant protection, and biomechanics. Ms. Eleanor J. Allen (4) Dr. Peter J. Basser (2) Chief Executive Officer NIH Senior Investigator Water for People Section on Quantitative Imaging & Tissue Sciences For leadership and advocacy in making clean National Institutes of Health National Institute of water and sanitation systems accessible to Child Health and Human Development people around the world.
    [Show full text]
  • Industrial Engineering and Management Sciences
    FALL 2018 INDUSTRIAL ENGINEERING AND MANAGEMENT SCIENCES IEMS TRANSFORMS ADVISING AND MENTORING FOR UNDERGRADUATES New ‘GuIdE’ advising and mentoring system strengthens student connections to faculty, peers, and alumni oo often, advising and group luncheons with a small group of mentoring meetings students and one faculty member mentor, and offer an environment for students reduce to discussions to ask questions, learn from their peers, on what courses to take and develop a connection to faculty that encourages additional conversations Tin upcoming academic quarters. Marita Labedz Poll throughout the year. A 2016-17 survey of students in Central to the department’s curriculum Northwestern Engineering’s Department redesign is Marita Labedz Poll, who of Industrial Engineering and Management joined the department in fall 2017 as an Sciences (IEMS) and anecdotal feedback academic adviser. Labedz Poll’s past from IEMS alumni reveal that many former experience includes serving as associate students wish they had taken advantage vice chancellor for student affairs and Advice from Marita Labedz Poll more fully of all that Northwestern has dean of students at the University of to undergraduate students: to offer, including the opportunity to learn Massachusetts, Boston, senior associate I always recommend that students from and interact with faculty outside dean of students at Lake Forest College, follow their interests and be the classroom. and assistant director of residence life at intentional about what they To increase the department’s focus on the University of Rochester. engage in, inside and outside of the faculty mentoring for its undergraduates, In 2018-19, IEMS will expand its classroom. Take time once a year IEMS introduced a new advising model roster of GuIdEs for undergraduates ‘‘to consider your opportunities in 2017-18.
    [Show full text]
  • The 2010 Noticesindex
    The 2010 Notices Index January issue: 1–200 May issue: 593–696 October issue: 1073–1240 February issue: 201–328 June/July issue: 697–816 November issue: 1241–1384 March issue: 329–456 August issue: 817–936 December issue: 1385–1552 April issue: 457–592 September issue: 937–1072 2010 Award for an Exemplary Program or Achievement in Index Section Page Number a Mathematics Department, 650 2010 Conant Prize, 515 The AMS 1532 2010 E. H. Moore Prize, 524 Announcements 1533 2010 Mathematics Programs that Make a Difference, 650 Articles 1533 2010 Morgan Prize, 517 Authors 1534 2010 Robbins Prize, 526 Deaths of Members of the Society 1536 2010 Steele Prizes, 510 Grants, Fellowships, Opportunities 1538 2010 Veblen Prize, 521 Letters to the Editor 1540 2010 Wiener Prize, 519 Meetings Information 1540 2010–2011 AMS Centennial Fellowship Awarded, 758 New Publications Offered by the AMS 1540 2011 AMS Election—Nominations by Petition, 1027 Obituaries 1540 AMS Announces Congressional Fellow, 765 Opinion 1540 AMS Announces Mass Media Fellowship Award, 766 Prizes and Awards 1541 AMS-AAAS Mass Media Summer Fellowships, 1320 Prizewinners 1543 AMS Centennial Fellowships, Invitation for Applications Reference and Book List 1547 for Awards, 1320 Reviews 1547 AMS Congressional Fellowship, 1323 Surveys 1548 AMS Department Chairs Workshop, 1323 Tables of Contents 1548 AMS Email Support for Frequently Asked Questions, 268 AMS Endorses Postdoc Date Agreement, 1486 AMS Homework Software Survey, 753 About the Cover AMS Holds Workshop for Department Chairs, 765 57,
    [Show full text]
  • CURRICULUM VITAE JORGE NOCEDAL ADDRESS: Jorge
    CURRICULUM VITAE JORGE NOCEDAL ADDRESS: Jorge Nocedal Department of Industrial Engineering and Management Sciences Northwestern University Evanston IL 60208 EDUCATION: 1974-1978 Rice University, Ph.D. in Mathematical Sciences 1970-1974 National University of Mexico, B. Sc. in Physics PROFESSIONAL EXPERIENCE: 2017-present Walter P. Murphy Professor, Northwestern University 2013-2017 David and Karen Sachs Professor and Chair, IEMS Department, Northwestern University 1983-2012 Assistant Professor, Associate and Professor, Dept. of Electrical Engineering and Computer Science, Northwestern University 1981-1983 Research Associate, Courant Institute of Mathematical Sciences, NYU 1978-1981 Assistant Professor, National University of México RESEARCH INTERESTS: Nonlinear optimization, stochastic optimization, scientific computing, software; applications of optimization in machine learning, computer-aided design, and in models defined by differential equations. HONORS AND DISTINCTIONS: 2017 John Von Neumann Theory Prize 2012 George B. Dantzig Prize 2010 SIAM Fellow 2010 Charles Broyden Prize 2004 ISI Highly Cited Researcher (Mathematics category) 1998-2001 Bette and Neison Harris Professor of Teaching Excellence, Northwestern University 1998 Invited Speaker, International Congress of Mathematicians EDITORIAL BOARDS: 2010- 2014 Editor-in-Chief, SIAM Journal on Optimization 1989- 2016 Associate Editor, Mathematical Programming 2006- 2009 Associate Editor, SIAM Review 1995- 2001 Co-Editor, Mathematical Programming 1991-1995 Associate Editor, Mathematics
    [Show full text]
  • Chordal Graphs and Semidefinite Optimization
    Full text available at: http://dx.doi.org/10.1561/2400000006 Chordal Graphs and Semidefinite Optimization Lieven Vandenberghe University of California, Los Angeles [email protected] Martin S. Andersen Technical University of Denmark [email protected] Boston — Delft Full text available at: http://dx.doi.org/10.1561/2400000006 Foundations and Trends R in Optimization Published, sold and distributed by: now Publishers Inc. PO Box 1024 Hanover, MA 02339 United States Tel. +1-781-985-4510 www.nowpublishers.com [email protected] Outside North America: now Publishers Inc. PO Box 179 2600 AD Delft The Netherlands Tel. +31-6-51115274 The preferred citation for this publication is L. Vandenberghe and M. S. Andersen. Chordal Graphs and Semidefinite Optimization. Foundations and Trends R in Optimization, vol. 1, no. 4, pp. 241–433, 2014. R This Foundations and Trends issue was typeset in LATEX using a class file designed by Neal Parikh. Printed on acid-free paper. ISBN: 978-1-68083-039-2 c 2015 L. Vandenberghe and M. S. Andersen All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, mechanical, photocopying, recording or otherwise, without prior written permission of the publishers. Photocopying. In the USA: This journal is registered at the Copyright Clearance Cen- ter, Inc., 222 Rosewood Drive, Danvers, MA 01923. Authorization to photocopy items for internal or personal use, or the internal or personal use of specific clients, is granted by now Publishers Inc for users registered with the Copyright Clearance Center (CCC).
    [Show full text]
  • ISMP BP Front
    Conference Program 1 TABLE OF CONTENTS Welcome from the Chair . 2 Schedule of Daily Events & Sessions . 3 20TH INTERNATIONAL SYMPOSIUM ON Speaker Information . 5 MATHEMATICAL PROGRAMMING August 23-28, 2009 Social Events & Excursions . 6 Chicago, Illinois, USA Internet Access . 7 Opening Session & Prizes . 8 Area Map . 9 PROGRAM ORGANIZING COMMITTEE COMMITTEE Exhibitors . 10 Chair Mihai Anitescu John R. Birge Argonne National Lab Plenary & Semi-Plenary Sessions . 12 University of Chicago USA Track Schedule . 17 USA John R. Birge Karen Aardal University of Chicago Floor Plans & Maps . 22 Centrum Wiskunde & USA Informatica Michael Ferris Cluster Chairs . 24 The Netherlands University of Wisconsin- Michael Ferris Madison Technical Sessions University of Wisconsin- USA Monday . 25 Madison Jeff Linderoth USA University of Wisconsin- Tuesday . 49 Michael Goemans Madison Wednesday . 74 Massachusetts Institute of USA Thursday . 98 Technology Todd Munson USA Argonne National Lab Friday . 121 Michael Jünger USA Universität zu Köln Jorge Nocedal Session Chair Index . 137 Germany Northwestern University Masakazu Kojima USA Author Index . 139 Tok yo Institute of Technology Jong-Shi Pang Session Index . 147 Japan University of Illinois at Urbana- Rolf Möhring Champaign Advertisers Technische Universität Berlin USA World Scientific . .150 Germany Stephen J. Wright Andy Philpott University of Wisconsin- IOS Press . .151 University of Auckland Madison OptiRisk Systems . .152 New Zealand USA Claudia Sagastizábal Taylor & Francis . .153 CEPEL LINDO Systems . .154 Brazil Springer . .155 Stephen J. Wright University of Wisconsin- Mosek . .156 Madison USA Sponsors . Back Cover Yinyu Ye Stanford University USA 2 Welcome from the Chair On behalf of the Organizing Committee and The University of Chicago, I The University of Chicago welcome you to ISMP 2009, the 20th International Symposium on Booth School of Business Mathematical Programming.
    [Show full text]
  • OPTIMIZATION MODELS for SHAPE-CONSTRAINED FUNCTION ESTIMATION PROBLEMS INVOLVING NONNEGATIVE POLYNOMIALS and THEIR RESTRICTIONS by DAVID´ PAPP
    OPTIMIZATION MODELS FOR SHAPE-CONSTRAINED FUNCTION ESTIMATION PROBLEMS INVOLVING NONNEGATIVE POLYNOMIALS AND THEIR RESTRICTIONS by DAVID´ PAPP A Dissertation submitted to the Graduate School-New Brunswick Rutgers, The State University of New Jersey in partial fulfillment of the requirements for the degree of Doctor of Philosophy Graduate Program in Operations Research written under the direction of Dr. Farid Alizadeh and approved by New Brunswick, New Jersey May 2011 ABSTRACT OF THE DISSERTATION Optimization models for shape-constrained function estimation problems involving nonnegative polynomials and their restrictions by DAVID´ PAPP Dissertation Director: Dr. Farid Alizadeh In this thesis function estimation problems are considered that involve constraints on the shape of the estimator or some other underlying function. The function to be estimated is assumed to be continuous on an interval, and is approximated by a polynomial spline of given degree. First the estimation of univariate functions is considered under constraints that can be represented by the nonnegativity of affine functionals of the estimated function. These include bound constraints, monotonicity, convexity and concavity constraints. A general framework is presented in which arbitrary combination of such constraints, along with monotonicity and periodicity constraints, can be modeled and handled in a both theoretically and practically efficient manner, using second-order cone programming and semidefinite programming. The approach is illustrated by a variety of applications in statistical estimation. Wherever possible, the numerical results are compared to those obtained using methods previously proposed in the statistical literature. Next, multivariate problems are considered. Shape constraints that are tractable in the uni- variate case are intractable in the multivariate setting.
    [Show full text]
  • Final Program and Abstracts
    Final Program and Abstracts Sponsored by the SIAM Activity Group on Optimization The SIAM Activity Group on Optimization fosters the development of optimization theory, methods, and software -- and in particular the development and analysis of efficient and effective methods, as well as their implementation in high-quality software. It provides and encourages an environment for interaction among applied mathematicians, computer scientists, engineers, scientists, and others active in optimization. In addition to endorsing various optimization meetings, this activity group organizes the triennial SIAM Conference on Optimization, awards the SIAG/Optimization Prize, and sponsors minisymposia at the annual meeting and other SIAM conferences. The activity group maintains a wiki, a membership directory, and an electronic discussion group in which members can participate, and also publishes a newsletter - SIAG/OPT News and Views. Society for Industrial and Applied Mathematics 3600 Market Street, 6th Floor Philadelphia, PA 19104-2688 USA Telephone: +1-215-382-9800 Fax: +1-215-386-7999 Conference E-mail: [email protected] SIAM 2014 Events Mobile App Conference Web: www.siam.org/meetings/ Scan the QR code with any QR reader and Membership and Customer Service: download the TripBuilder EventMobile™ (800) 447-7426 (US & Canada) or app to your iPhone, iPad, iTouch or +1-215-382-9800 (worldwide) Android mobile device.You can also visit www.siam.org/meetings/op14 www.tripbuilder.com/siam2014events 2 2014 SIAM Conference on Optimization Table of Contents SIAM Registration Desk Child Care The SIAM registration desk is located in For local childcare information, please Program-at-a-Glance the Golden Foyer. It is open during the contact the concierge at the Town and .................................
    [Show full text]
  • Optimizaç˜Ao References
    Departamento de Matem´atica 2o semestre 2003/2004 Universidade de Coimbra Bibliografia Optimiza¸c˜ao References [1] Ravindra K. Ahuja, Thomas L. Magnanti, and James B. Orlin. Network flows. Prentice Hall Inc., Englewood Cliffs, NJ, 1993. Theory, algorithms, and applications. [2] Mokhtar S. Bazaraa, John J. Jarvis, and Hanif D. Sherali. Linear programming and network flows. John Wiley & Sons Inc., New York, second edition, 1990. [3] Mokhtar S. Bazaraa and C. M. Shetty. Nonlinear programming. John Wiley & Sons, New York-Chichester-Brisbane, 1979. Theory and algorithms. [4] Dimitri P. Bertsekas. Constrained optimization and Lagrange multiplier methods. Computer Science and Applied Mathematics. Academic Press Inc. [Harcourt Brace Jovanovich Publish- ers], New York, 1982. [5] D. P. Bertsekas. Network Optimization: Continuous and Discrete Models. Athena Scientific, Belmont, Massachusetts, 1998. [6] John T. Betts. Practical methods for optimal control using nonlinear programming. Advances in Design and Control. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 2001. [7] Ake˚ Bj¨orck. Numerical methods for least squares problems. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 1996. [8] Richard P. Brent. Algorithms for minimization without derivatives. Prentice-Hall Inc., En- glewood Cliffs, N.J., 1973. Prentice-Hall Series in Automatic Computation. [9] Richard A. Brualdi and Herbert J. Ryser. Combinatorial matrix theory, volume 39 of En- cyclopedia of Mathematics and its Applications. Cambridge University Press, Cambridge, 1991. [10] Gary Chartrand and Linda Lesniak. Graphs & digraphs. Chapman & Hall, London, third edition, 1996. [11] Vaˇsek Chv´atal. Linear programming. A Series of Books in the Mathematical Sciences. W. H. Freeman and Company, New York, 1983.
    [Show full text]