Advances in bounding methods for use in global optimization

Event Sponsor: 
Mathmatics and Computer Science Division Seminar - LANS
Start Date: 
Oct 1 2018 - 10:30am
Building 240/Room 1404-1405
Argonne National Laboratory
Kamil Khan
Speaker(s) Title: 
McMaster University

Several applications give rise to optimization problems that must be solved to global optimality, including worst-case uncertainty analysis and modeling of thermodynamic equilibria. Deterministic methods for global optimization proceed by generating successively tighter upper and lower bounds on the unknown optimal objective value, and their convergence rates are typically limited by the quality of these bounds.

This presentation describes recent progress in automatically constructing effective bounds on nonconvex systems for this purpose, including generation of differentiable convex underestimators, effective incorporation of subgradients, and nontrivial extensions to dynamic systems. This being an informal seminar, some of this work is preliminary. Enroute, we will also stumble across some small results in convex analysis that may surprise you.

Miscellaneous Information: 

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July 25, 2018, "SASSy Part I" LANS Summer Students
August 1, 2018, "TBA" Siqian Shen, Associate Professor, Department of Industrial & Operations Engineering, University of Michigan
August 8, 2018, "SASSy Part II" LANS Summer Students
August 15, 2018, "TBA" Wissam M. Sid-Lakhdar, Postdoctoral Fellow, LBNL
August 22, 2018, "SASSy Part III" LANS Summer Students
August 29, 2018, "TBA" Selin Sariaydin, Postdoctoral Appointee (XSD/ANL)
September 19, 2018, "TBA" Emil Constantinescu, Computational Mathematician (MCS/ANL)
October 1, 2018, "Advances in bounding methods for use in global optimization" Kamil Khan, Assistant Professor, Department of Chemical Engineering, McMaster University
October 17, 2018, "TBA" Kevin Gimpel, Assistant Professor, Toyota Technological Institute at Chicago