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Events for September 01, 2015
Tue, Sep 01, 2015 @ 02:00 PM - 03:00 PM
Viterbi School of Engineering Career Services
Workshops & Infosessions
Come to this presentation to learn how to navigate the Viterbi Career Gateway,a powerful job & internship search tool available ONLY to Viterbi students.
Audiences: All Viterbi
Posted By: RTH 218 Viterbi Career Services
Tue, Sep 01, 2015 @ 03:30 PM - 04:50 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
Conferences, Lectures, & Seminars
Speaker: John E. Mitchell, PhD, Rensselaer Polytechnic University
Talk Title: A Convex Reformulation of Rank-constrained Optimization Problems
Series: Epstein Institute Seminar
Abstract: Low rank approximations are desirable in many settings. We show that the problem of minimizing a linear or convex quadratic objective function of a matrix subject to linear constraints and an upper bound on the rank is equivalent to a convex conic optimization problem. The reformulation first represents the problem as a semidefinite program with conic complementarity constraints and then lifts the problem to give an equivalent convex conic optimization problem. The rank-sparsity decomposition problem falls within our framework.
Biography: John Mitchell is a Professor of Mathematical Sciences and of Industrial and Systems Engineering at Rensselaer Polytechnic Institute. He earned a PhD in operations research from Cornell University. He has multiple publications on interior point column generation, semidefinite programming, mathematical programs with complementarity constraints, integer programming, and applications of optimization. His research is concerned with the interplay between different areas of optimization, for example using continuous optimization techniques to solve discrete optimization problems, or employing integer programming techniques to solve problems with complementarity constraints, or exploiting strong convex relaxations of nonconvex optimization problems. His applied optimization projects include the development of recovery plans for interdependent infrastructure systems after a disaster, scheduling sports leagues, path planning in robotics, and financial optimization.
Host: Dr. Jong-Shi Pang
More Information: September 1, 2015_John Mitchell.pdf
Audiences: Everyone Is Invited
Posted By: Tina Rothstein