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***************************** Special Date *****************************

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                                                         Seminar
             Department of Systems Engineering and Engineering Management
                                  The Chinese University of Hong Kong

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Title	:	Chaotic Behavior in Optimization
Speaker	:	Prof. Kees Roos
		Technical University Delft
		The Netherlands
Date	:	May 8th, 2007 (Tuesday)
Time	:	4:30 p.m. - 5:30 p.m.
Venue	:	Room 513
		William M.W. Mong Engineering Building
		(Engineering Building Complex Phase 2)
		CUHK

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Abstract:
　

It is known that the well-known affine scaling method for linear optimization may show chaotic behavior if the step size is larger than $\frac23$. We show that the same phenomena may occur when working with the primal-dual affine-scaling method using primal-dual Dikin steps, even if it is assumed these steps are exact. The latter assumption makes it much easier to study the process that gives rise to the chaotic behavior.

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Biography:
　

Kees Roos (1941) holds a chair on Optimization Technology at Delft University of Technology. From 1998 to 2002 he was a part-time professor at Leiden University. The past 20 years his research concentrated on interior-point methods for linear and convex optimization, at present with emphasis on semidefinite optimization and its applications. He is a (co-)author of several books and more than hundred papers in refereed journals and member of the editorial board of several journals, among them the SIAM Journal on Optimization. He is secretary/treasurer of the SIAM Activity Group on Optimization. He supervised a large number of research projects, among them the Dutch nationwide NWO-project High Performance Methods for Mathematical Optimization, and currently the project Discrete Mathematics and Optimization of the (Dutch) Stieltjes Institute.

************************* ALL ARE WELCOME ************************

Host	:	Prof. Shuzhong Zhang
Tel	:	(852) 2609-8240
Email	:	zhang@se.cuhk.edu.hk
Enquiries	:	Bolin Ding or Jeffrey Xu Yu
	:	Department of Systems Engineering and Engineering Management
		CUHK
Website	:	http://www.se.cuhk.edu.hk/~seg5810
Email	:	seg5810@se.cuhk.edu.hk

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