********************************************************************
Seminar
Department
of Systems Engineering and Engineering Management
The Chinese
------------------------------------------------------------------------------------------
|
|
|
|
|
Title |
: |
Accuracy Certificates for
Computational Problems with Convex Structures |
|
|
|
|
|
Speaker |
: |
Prof. Uriel G. Rothblum |
|
|
|
Faculty of Industrial Engineering and Management |
|
|
|
Technion, |
|
|
|
|
|
Date |
: |
July 27th, 2007 (Friday) |
|
|
|
|
|
Time |
: |
4:30 p.m. - 5:30 p.m. |
|
|
|
|
|
Venue |
: |
Room 513 |
|
|
|
William M.W. Mong Engineering Building |
|
|
|
(Engineering Building Complex Phase 2) |
|
|
|
CUHK |
|
|
|
|
------------------------------------------------------------------------------------------
Abstract:
|
In this paper we introduce the notion of certificates for
approximate solutions of various computational problems in convex structure,
including the minimization of a convex function over a solid, the solution of
variational inequalities, the determination of a
Nash equilibrium and the identification of saddle points of convex-concave
functions. We show that these certificates can be used to efficiently
convince an external person that a solution at hand satisfies desired
properties to prescribed accuracy. We also show how the Ellipsoid method can
be implemented in a way that will produce solutions to the above problem
along with accuracy certificates. |
-------------------------------------------------------------------------------------------
Biography:
|
Prof. Uriel G. Rothblum, obtained his PhD from Stanford, is a Professor
in Faculty of Industrial Engineering and Management, Technion,
Haifa, Israel, INFORMS Fellow (elected 2003), and President of the Operations
Research Society of Israel (ORSIS).
His main research interests include Optimization, game theory, linear
models, applied probability and mathematical economics, and has published
over 140 peer-reviewed journal papers. Prof. Rothblum received
Operations Research Society of Israel (ORSIS) Award for Best Paper in 2005,
Operations Research Meritorious Service Award in 1997 and 1999, New England Academic Excellence Award in 1989, Junior
Faculty Research Fellowship awarded by Prof. Rothblum serves in many
editor boards including Mathematics of Operations Research, Linear Algebra
and Its Applications, Prof. Rothblum worked at Yale
University, had visiting academic positions at Stanford University, Rutgers
University, SUNY at Stony Brook, Chiao-Tung
University in Taiwan, Delf University in the
Netherlands, and consulting positions at Rand Corporation, Santa Monica, CA,
AT&T Bell Laboratories, Murray Hill, NJ. |
************************* ALL ARE WELCOME ************************
|
|
|
|
|
Host |
: |
Prof. David D. Yao |
|
Tel |
: |
(852) 2609-8308 |
|
Email |
: |
|
|
|
|
|
|
Enquiries |
: |
Lu Qin or
Jeffrey Xu Yu |
|
|
: |
Department of Systems Engineering and Engineering
Management |
|
|
|
CUHK |
|
Website |
: |
|
|
Email |
: |
|
|
|
|
|
********************************************************************