Events for September 16, 2014
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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
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Epstein Institute / ISE 651 Seminar Series
Tue, Sep 16, 2014 @ 03:30 PM - 04:50 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
Conferences, Lectures, & Seminars
Speaker: Archis Ghate, Associate Professor, Industrial and Systems Engineering, University of Washington, Seattle
Talk Title: "Countably Infinite Linear Programs: Theory, Algorithms, and Applications"
Series: Epstein Institute Seminar Series
Abstract: In this talk, we will consider linear programs (LPs) with a countably infinite number of variables and a countably infinite number of constraints. These countably infinite linear programs (CILPs) arise in a variety of applications such as countable state Markov decision processes (MDPs), infinite-stage minimum cost network flow problems, non-stationary infinite-horizon planning problems, and robust optimization. Standard results, intuition, and interpretations in finite-dimensional LPs do not extend to CILPs. For example, weak and strong duality may not hold, extreme points may not be equivalent to basic feasible solutions, dual variables may not have a shadow price interpretation, and a finitely implementable Simplex algorithm is not known. In this talk, we will explore sufficient conditions under which such theoretical results and algorithms can be developed for CILPs. Several examples and counterexamples will be discussed to explain key ideas. Non-stationary infinite-horizon MDPs will be used as a flagship example where everything works out nicely.
TUESDAY, SEPTEMBER 16, 2014
GRACE FORD SALVATORI HALL (GFS) ROOM 101
3:30 - 4:50 PM
Biography: Archis Ghate is an Associate Professor of Industrial and Systems Engineering at the University of Washington in Seattle. His research focuses on stochastic and dynamic optimization. He received his PhD from the University of Michigan, MS from Stanford University, and completed his undergraduate education at the Indian Institute of Technology. He is a recipient of the NSF CAREER award and the award for Excellence in Teaching OR from the Institute of Industrial Engineers. His doctoral students have won the Dantzig dissertation award and the Bonder scholarship from INFORMS, as well as other competitive awards from the University of Washington.
Host: Daniel J. Epstein Department of Industrial and Systems Engineering
More Information: Seminar-Ghate.doc
Location: Grace Ford Salvatori Hall Of Letters, Arts & Sciences (GFS) - 101
Audiences: Everyone Is Invited
Contact: Georgia Lum
