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                                                     Seminar

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

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Title	:	New Results on Non-Convex Quadratic Programming
Speaker	:	Prof. Sam Burer
		Department of Management Sciences
		University of Iowa
Date	:	November 14th, 2008 (Friday)
Time	:	5:00 p.m. - 6:00 p.m.
Venue	:	Room 513
		William M.W. Mong Engineering Building
		(Engineering Building Complex Phase 2)
		CUHK

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Abstract:
　

Many real-world problems can be modeled as mathematical programs with nonlinear relationships and discrete decisions. These programs constitute an active area of research in the mathematical programming / optimization community. However, many basic questions have yet to be explored.

In this spirit, we consider the minimization of a non-convex quadratic over a polytope, one of the simplest types of NP-hard problems.

A basic issue in this context is approximating the convex hull of variable products. We show how to exactly represent such convex hulls over simplices (in dimension 4 or less) and over boxes (in dimension 3 or less) using linear and semidefinite programming. For these convex hulls over boxes in general dimension, we also show how previous facet research in discrete quadratic programming can be adopted to derive facets in this continuous case.

This is joint work with Kurt M. Anstreicher (University of Iowa) and Adam N. Letchford (Lancaster University).

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Biography:
　

Sam Burer is an Associate Professor in the Department of Management Sciences at the University of Iowa. He received his Ph.D. in Operations Research from the Georgia Institute of Technology in 2001. His interests include operations research and mathematical programming. Current projects involve integer, quadratic and semidefinite programming, machine learning, and supply chain systems. His research is supported by grants from the National Science Foundation, and he serves on the editorial board of Mathematical Programming Computation and the Asia-Pacific Journal of Operational Research. In 2002, he received the Optimization Prize for Young Researchers, given by the Optimization Section of INFORMS (Institute for Operations Research and the Management Sciences).

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

Host	:	Prof. SO Man Cho, Anthony
Tel	:	(852) 2609-8477
Email	:	manchoso@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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