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Epstein ISE Department Seminar
Tue, Sep 16, 2014 @ 10:00 AM - 11:00 AM
Daniel J. Epstein Department of Industrial and Systems Engineering
Conferences, Lectures, & Seminars
Speaker: Dr. Victor M. Zavala, Assistant Computational Mathematician, Mathematics and Computer Science Division, Argonne National Laboratory Fellow, Computation Institute, University of Chicago
Talk Title: "Advances in Large-Scale Nonlinear Programming: Theory, Computation, and Applications in Energy Systems"
Abstract: We present advances in theory, computation, and applications of large-scale nonlinear programming. In particular, we present a new filter line-search framework (PIPS-NLP) for general nonconvex problems that does not require inertia (eigenvalue) information of the Karush-Kuhn-Tucker system to identify descent directions. Instead, the proposed inertia-free approach performs inexpensive curvature tests along computed search steps. We prove that the approach is well-posed, delivers descent directions, and is globally convergent. In addition, the inertia-free approach enables the use of a wide range of matrix-free and parallel linear algebra techniques and libraries that cannot provide inertia information. We demonstrate these capabilities by solving previously intractable problems that arise in natural gas and power grid infrastructures. These problems have millions of variables and constraints and result from the combination of stochastic optimal control, partial differential equations, and network features.
TUESDAY, SEPTEMBER 16, 2014
ANDRUS GERONTOLOGY BLDG (GER) ROOM 206
10:00 - 11:00 AM
Biography: Victor M. Zavala is currently an assistant computational mathematician in the Mathematics and Computer Science Division at Argonne National Laboratory and a Fellow in the Computation Institute of the University of Chicago. He received a B.Sc. degree from Universidad Iberoamericana (2003) and a Ph.D. degree from Carnegie Mellon University (2008), both in chemical engineering. His research interests are in the areas of mathematical modeling and large-scale optimization of energy systems.
Host: Daniel J. Epstein Department of Industrial and Systems Engineering
More Information: Seminar-Zavala2.doc
Location: Ethel Percy Andrus Gerontology Center (GER) - 206
Audiences: Everyone Is Invited
Contact: Georgia Lum
