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                                                     Seminar

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

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Title

:

Robust Solutions of Uncertainty Affected Conic Optimization Problems

　

　

　

Speaker

:

Prof. Aharon Ben-Tal

　

　

MINERVA Optimization Center

　

　

Faculty of Industrial Engineering and Management

　

　

　

Date

:

September 4th, 2008 (Thursday)

　

　

　

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:
　

We survey the main developments in Robust Optimization (RO), a methodology, which is aimed at solving optimization problems(static and dynamic) affected by uncertainty. We focus primarily on issues of computational tractability of the robust counterparts emerging from conic optimization problems(linear, conic quadratic and semidefinite programming). We then show how results pertaining to the latter issues can be used to solve difficult chance constrained programs under partial stochastic information. Finally we discuss the synthesis of uncertainty affected discrete-time linear control systems by the RO methodology and illustrate the results by treating a supply chain problem


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Biography:
　

Aharon Ben-Tal is Professor of Operations Research and Head of the MINERVA Optimization Center at the Faculty of Industrial Engineering and Management at the Technion - Israel Institute of Technology. He received his Ph.D. in Applied Mathematics from Northwestern University in 1973. He has been a Visiting Professor at the University of Michigan, University of Copenhagen , Delft University of Technology and MIT. His recent interests are in Continuous Optimization, particularly nonsmooth and large-scale problems, conic and robust optimization, as well as convex and nonsmooth analysis. In the last 15 years, he has devoted much effort to the engineering applications of optimization methodology and computational schemes. Some of the algorithms developed in the MINERVA Optimization Center are in use by Industry ( Medical Imaging, Aerospace). He has published more than 100 papers in professional journals and co-authored two books: Optimality in Nonlinear Programming: A Feasible Direction Approach (Wiley-Interscience, 1981) and Lectures on Modern Convex Optimization: Analysis, Algorithms and Engineering Applications (SIAM-MPS series on optimization, 2001). He was dean of the Faculty of Industrial Engineering and Management at the Technion (1989-1992). He served as a council member of the Mathematical Programming
Society (1994-1997). He was Area Editor (Continuous Optimization) of Math. Of Operations Research (1993-1999), and member of the Editorial Board of SIAM J. Optimization, J. Convex Analysis, OR Letters and Math. Modelling and Numerical Analysis and Mathematical Programming. In 2007 Professor Ben-Tal was awarded the EURO Gold Medal-the highest distinction within Operations Research in Europe.


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

　

　

　

Host

:

Prof. Shuzhong Zhang

Tel

:

(852) 2609-8240

Email

:

zhang@se.cuhk.edu.hk

　

　

　

Enquiries

:

Prof. Nan Chen or Prof. Sean X. Zhou

　

:

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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