Documenta Mathematica Optimization Stories
Total Page:16
File Type:pdf, Size:1020Kb
Load more
Recommended publications
-
Arkadi Nemirovski (PDF)
Arkadi Nemirovski Mr. Chancellor, I present Arkadi Nemirovski. For more than thirty years, Arkadi Nemirovski has been a leader in continuous optimization. He has played central roles in three of the major breakthroughs in optimization, namely, the ellipsoid method for convex optimization, the extension of modern interior-point methods to convex optimization, and the development of robust optimization. All of these contributions have had tremendous impact, going significantly beyond the original domain of the discoveries in their theoretical and practical consequences. In addition to his outstanding work in optimization, Professor Nemirovski has also made major contributions in the area of nonparametric statistics. Even though the most impressive part of his work is in theory, every method, every algorithm he proposes comes with a well-implemented computer code. Professor Nemirovski is widely admired not only for his brilliant scientific contributions, but also for his gracious humility, kindness, generosity, and his dedication to students and colleagues. Professor Nemirovski has held chaired professorships and many visiting positions at top research centres around the world, including an adjunct professor position in the Department of Combinatorics and Optimization at Waterloo from 2000-2004. Since 2005, Professor Nemirovski has been John Hunter Professor in the School of Industrial and Systems Engineering at the Georgia Institute of Technology. Among many previous honours, he has received the Fulkerson Prize from the American Mathematical Society and the Mathematical Programming Society in 1982, the Dantzig Prize from the Society for Industrial and Applied Mathematics and the Mathematical Programming Society in 1991, and the John von Neumann Theory Prize from the Institute for Operations Research and the Management Sciences in 2003. -
2019 AMS Prize Announcements
FROM THE AMS SECRETARY 2019 Leroy P. Steele Prizes The 2019 Leroy P. Steele Prizes were presented at the 125th Annual Meeting of the AMS in Baltimore, Maryland, in January 2019. The Steele Prizes were awarded to HARUZO HIDA for Seminal Contribution to Research, to PHILIppE FLAJOLET and ROBERT SEDGEWICK for Mathematical Exposition, and to JEFF CHEEGER for Lifetime Achievement. Haruzo Hida Philippe Flajolet Robert Sedgewick Jeff Cheeger Citation for Seminal Contribution to Research: Hamadera (presently, Sakai West-ward), Japan, he received Haruzo Hida an MA (1977) and Doctor of Science (1980) from Kyoto The 2019 Leroy P. Steele Prize for Seminal Contribution to University. He did not have a thesis advisor. He held po- Research is awarded to Haruzo Hida of the University of sitions at Hokkaido University (Japan) from 1977–1987 California, Los Angeles, for his highly original paper “Ga- up to an associate professorship. He visited the Institute for Advanced Study for two years (1979–1981), though he lois representations into GL2(Zp[[X ]]) attached to ordinary cusp forms,” published in 1986 in Inventiones Mathematicae. did not have a doctoral degree in the first year there, and In this paper, Hida made the fundamental discovery the Institut des Hautes Études Scientifiques and Université that ordinary cusp forms occur in p-adic analytic families. de Paris Sud from 1984–1986. Since 1987, he has held a J.-P. Serre had observed this for Eisenstein series, but there full professorship at UCLA (and was promoted to Distin- the situation is completely explicit. The methods and per- guished Professor in 1998). -
Institute for Pure and Applied Mathematics, UCLA Award/Institution #0439872-013151000 Annual Progress Report for 2009-2010 August 1, 2011
Institute for Pure and Applied Mathematics, UCLA Award/Institution #0439872-013151000 Annual Progress Report for 2009-2010 August 1, 2011 TABLE OF CONTENTS EXECUTIVE SUMMARY 2 A. PARTICIPANT LIST 3 B. FINANCIAL SUPPORT LIST 4 C. INCOME AND EXPENDITURE REPORT 4 D. POSTDOCTORAL PLACEMENT LIST 5 E. INSTITUTE DIRECTORS‘ MEETING REPORT 6 F. PARTICIPANT SUMMARY 12 G. POSTDOCTORAL PROGRAM SUMMARY 13 H. GRADUATE STUDENT PROGRAM SUMMARY 14 I. UNDERGRADUATE STUDENT PROGRAM SUMMARY 15 J. PROGRAM DESCRIPTION 15 K. PROGRAM CONSULTANT LIST 38 L. PUBLICATIONS LIST 50 M. INDUSTRIAL AND GOVERNMENTAL INVOLVEMENT 51 N. EXTERNAL SUPPORT 52 O. COMMITTEE MEMBERSHIP 53 P. CONTINUING IMPACT OF PAST IPAM PROGRAMS 54 APPENDIX 1: PUBLICATIONS (SELF-REPORTED) 2009-2010 58 Institute for Pure and Applied Mathematics, UCLA Award/Institution #0439872-013151000 Annual Progress Report for 2009-2010 August 1, 2011 EXECUTIVE SUMMARY Highlights of IPAM‘s accomplishments and activities of the fiscal year 2009-2010 include: IPAM held two long programs during 2009-2010: o Combinatorics (fall 2009) o Climate Modeling (spring 2010) IPAM‘s 2010 winter workshops continued the tradition of focusing on emerging topics where Mathematics plays an important role: o New Directions in Financial Mathematics o Metamaterials: Applications, Analysis and Modeling o Mathematical Problems, Models and Methods in Biomedical Imaging o Statistical and Learning-Theoretic Challenges in Data Privacy IPAM sponsored reunion conferences for four long programs: Optimal Transport, Random Shapes, Search Engines and Internet MRA IPAM sponsored three public lectures since August. Noga Alon presented ―The Combinatorics of Voting Paradoxes‖ on October 5, 2009. Pierre-Louis Lions presented ―On Mean Field Games‖ on January 5, 2010. -
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 .................................................................................................................... -
THE INVARIANCE THESIS 1. Introduction in 1936, Turing [47
THE INVARIANCE THESIS NACHUM DERSHOWITZ AND EVGENIA FALKOVICH-DERZHAVETZ School of Computer Science, Tel Aviv University, Ramat Aviv, Israel e-mail address:[email protected] School of Computer Science, Tel Aviv University, Ramat Aviv, Israel e-mail address:[email protected] Abstract. We demonstrate that the programs of any classical (sequential, non-interactive) computation model or programming language that satisfies natural postulates of effective- ness (which specialize Gurevich’s Sequential Postulates)—regardless of the data structures it employs—can be simulated by a random access machine (RAM) with only constant factor overhead. In essence, the postulates of algorithmicity and effectiveness assert the following: states can be represented as logical structures; transitions depend on a fixed finite set of terms (those referred to in the algorithm); all atomic operations can be pro- grammed from constructors; and transitions commute with isomorphisms. Complexity for any domain is measured in terms of constructor operations. It follows that any algorithmic lower bounds found for the RAM model also hold (up to a constant factor determined by the algorithm in question) for any and all effective classical models of computation, what- ever their control structures and data structures. This substantiates the Invariance Thesis of van Emde Boas, namely that every effective classical algorithm can be polynomially simulated by a RAM. Specifically, we show that the overhead is only a linear factor in either time or space (and a constant factor in the other dimension). The enormous number of animals in the world depends of their varied structure & complexity: — hence as the forms became complicated, they opened fresh means of adding to their complexity. -
Bcol Research Report 14.02
BCOL RESEARCH REPORT 14.02 Industrial Engineering & Operations Research University of California, Berkeley, CA 94720-1777 Forthcoming in Discrete Optimization SUPERMODULAR COVERING KNAPSACK POLYTOPE ALPER ATAMTURK¨ AND AVINASH BHARDWAJ Abstract. The supermodular covering knapsack set is the discrete upper level set of a non-decreasing supermodular function. Submodular and supermodular knapsack sets arise naturally when modeling utilities, risk and probabilistic constraints on discrete variables. In a recent paper Atamt¨urkand Narayanan [6] study the lower level set of a non-decreasing submodular function. In this complementary paper we describe pack inequalities for the super- modular covering knapsack set and investigate their separation, extensions and lifting. We give sequence-independent upper bounds and lower bounds on the lifting coefficients. Furthermore, we present a computational study on using the polyhedral results derived for solving 0-1 optimization problems over conic quadratic constraints with a branch-and-cut algorithm. Keywords : Conic integer programming, supermodularity, lifting, probabilistic cov- ering knapsack constraints, branch-and-cut algorithms Original: September 2014, Latest: May 2015 This research has been supported, in part, by grant FA9550-10-1-0168 from the Office of Assistant Secretary Defense for Research and Engineering. 2 ALPER ATAMTURK¨ AND AVINASH BHARDWAJ 1. Introduction A set function f : 2N ! R is supermodular on finite ground set N [22] if f(S) + f(T ) ≤ f(S [ T ) + f(S \ T ); 8 S; T ⊆ N: By abuse of notation, for S ⊆ N we refer to f(S) also as f(χS), where χS denotes the binary characteristic vector of S. Given a non-decreasing supermodular function f on N and d 2 R, the supermodular covering knapsack set is defined as n o K := x 2 f0; 1gN : f(x) ≥ d ; that is, the discrete upper level set of f. -
Data-Driven Methods and Applications for Optimization Under Uncertainty and Rare-Event Simulation
Data-Driven Methods and Applications for Optimization under Uncertainty and Rare-Event Simulation by Zhiyuan Huang A dissertation submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy (Industrial and Operations Engineering) in The University of Michigan 2020 Doctoral Committee: Assistant Professor Ruiwei Jiang, Co-chair Associate Professor Henry Lam, Co-chair Associate Professor Eunshin Byon Assistant Professor Gongjun Xu Assistant Professor Ding Zhao Zhiyuan Huang [email protected] ORCID iD: 0000-0003-1284-2128 c Zhiyuan Huang 2020 Dedicated to my parents Weiping Liu and Xiaolei Huang ii ACKNOWLEDGEMENTS First of all, I am deeply thankful to my advisor Professor Henry Lam for his guidance and support throughout my Ph.D. experience. It has been one of the greatest honor of my life working with him as a graduate student. His wisdom, kindness, dedication, and passion have encouraged me to overcome difficulties and to complete my dissertation. I also would like to thank my dissertation committee members. I want to thank the committee co-chair Professor Ruiwei Jiang for his support in my last two Ph.D. years. I am also grateful to Professor Ding Zhao for his consistent help and collaboration. My appreciation also goes to Professor Gongjun Xu for his valuable comments on my dissertation. I would like to thank Professor Eunshin Byon for being helpful both academically and personally. Next, I want to thank other collaborators in my Ph.D. studies. I am very fortunate to encounter great mentor and collaborator Professor Jeff Hong, who made great advice on Chapter 2 of this dissertation. -
Norbert Wiener Prizes in Applied Mathematics
FROM THE AMS SECRETARY 2019 Norbert Wiener Prizes in Applied Mathematics The 2019 Norbert Wiener Prizes in Applied Mathematics were presented at the 125th Annual Meeting of the AMS in Baltimore, Maryland, in January 2019. The prizes were awarded to MARSHA BERGER and to ARKADI NEMIROVSKI. Citation: Marsha Berger to simulate tsunamis, debris flows, and dam breaks, among The 2019 Norbert Wiener Prize other applications. in Applied Mathematics is Biographical Note: Marsha Berger awarded to Marsha Berger for her fundamental contributions Marsha Berger received her PhD in computer science from to Adaptive Mesh Refinement Stanford in 1982. She started as a postdoc at the Courant Institute of Mathematical Sciences at NYU, and is currently and to Cartesian mesh tech- a Silver Professor in the computer science department, niques for automating the sim- where she has been since 1985. ulation of compressible flows She is a frequent visitor to NASA Ames, where she has in complex geometry. spent every summer since 1990 and several sabbaticals. Her In solving partial differen- honors include membership in the National Academy of tial equations, Adaptive Mesh Sciences, the National Academy of Engineering, and the Marsha Berger Refinement (AMR) algorithms American Academy of Arts and Science. She is a fellow of can improve the accuracy of a the Society for Industrial and Applied Mathematics. Berger solution by locally and dynam- was a recipient of the Institute of Electrical and Electronics ically resolving complex features of a simulation. Marsha Engineers Fernbach Award and was part of the team that Berger is one of the inventors of AMR. -
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. -
Optimal Multithreaded Batch-Parallel 2-3 Trees Arxiv:1905.05254V2
Optimal Multithreaded Batch-Parallel 2-3 Trees Wei Quan Lim National University of Singapore Keywords Parallel data structures, pointer machine, multithreading, dictionaries, 2-3 trees. Abstract This paper presents a batch-parallel 2-3 tree T in an asynchronous dynamic multithreading model that supports searches, insertions and deletions in sorted batches and has essentially optimal parallelism, even under the restrictive QRMW (queued read-modify-write) memory contention model where concurrent accesses to the same memory location are queued and serviced one by one. Specifically, if T has n items, then performing an item-sorted batch (given as a leaf-based balanced binary tree) of b operations · n ¹ º ! 1 on T takes O b log b +1 +b work and O logb+logn span (in the worst case as b;n ). This is information-theoretically work-optimal for b ≤ n, and also span-optimal for pointer-based structures. Moreover, it is easy to support optimal intersection, n union and difference of instances of T with sizes m ≤ n, namely within O¹m·log¹ m +1ºº work and O¹log m + log nº span. Furthermore, T supports other batch operations that make it a very useful building block for parallel data structures. To the author’s knowledge, T is the first parallel sorted-set data structure that can be used in an asynchronous multi-processor machine under a memory model with queued contention and yet have asymptotically optimal work and span. In fact, T is designed to have bounded contention and satisfy the claimed work and span bounds regardless of the execution schedule. -
On Data Structures and Memory Models
2006:24 DOCTORAL T H E SI S On Data Structures and Memory Models Johan Karlsson Luleå University of Technology Department of Computer Science and Electrical Engineering 2006:24|: 402-544|: - -- 06 ⁄24 -- On Data Structures and Memory Models by Johan Karlsson Department of Computer Science and Electrical Engineering Lule˚a University of Technology SE-971 87 Lule˚a, Sweden May 2006 Supervisor Andrej Brodnik, Ph.D., Lule˚a University of Technology, Sweden Abstract In this thesis we study the limitations of data structures and how they can be overcome through careful consideration of the used memory models. The word RAM model represents the memory as a finite set of registers consisting of a constant number of unique bits. From a hardware point of view it is not necessary to arrange the memory as in the word RAM memory model. However, it is the arrangement used in computer hardware today. Registers may in fact share bits, or overlap their bytes, as in the RAM with Byte Overlap (RAMBO) model. This actually means that a physical bit can appear in several registers or even in several positions within one regis- ter. The RAMBO model of computation gives us a huge variety of memory topologies/models depending on the appearance sets of the bits. We show that it is feasible to implement, in hardware, other memory models than the word RAM memory model. We do this by implementing a RAMBO variant on a memory board for the PC100 memory bus. When alternative memory models are allowed, it is possible to solve a number of problems more efficiently than under the word RAM memory model. -
Algorithms: a Quest for Absolute Definitions∗
Algorithms: A Quest for Absolute De¯nitions¤ Andreas Blassy Yuri Gurevichz Abstract What is an algorithm? The interest in this foundational problem is not only theoretical; applications include speci¯cation, validation and veri¯ca- tion of software and hardware systems. We describe the quest to understand and de¯ne the notion of algorithm. We start with the Church-Turing thesis and contrast Church's and Turing's approaches, and we ¯nish with some recent investigations. Contents 1 Introduction 2 2 The Church-Turing thesis 3 2.1 Church + Turing . 3 2.2 Turing ¡ Church . 4 2.3 Remarks on Turing's analysis . 6 3 Kolmogorov machines and pointer machines 9 4 Related issues 13 4.1 Physics and computations . 13 4.2 Polynomial time Turing's thesis . 14 4.3 Recursion . 15 ¤Bulletin of European Association for Theoretical Computer Science 81, 2003. yPartially supported by NSF grant DMS{0070723 and by a grant from Microsoft Research. Address: Mathematics Department, University of Michigan, Ann Arbor, MI 48109{1109. zMicrosoft Research, One Microsoft Way, Redmond, WA 98052. 1 5 Formalization of sequential algorithms 15 5.1 Sequential Time Postulate . 16 5.2 Small-step algorithms . 17 5.3 Abstract State Postulate . 17 5.4 Bounded Exploration Postulate and the de¯nition of sequential al- gorithms . 19 5.5 Sequential ASMs and the characterization theorem . 20 6 Formalization of parallel algorithms 21 6.1 What parallel algorithms? . 22 6.2 A few words on the axioms for wide-step algorithms . 22 6.3 Wide-step abstract state machines . 23 6.4 The wide-step characterization theorem .