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                                                     Seminar

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

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Title

:

Nonconvex Quadratic Programming: Return of the Boolean Quadric Polytope

 

 

 

Speaker

:

Prof. Kurt Anstreicher

 

 

University of Iowa

 

 

 

 

 

Date

:

Oct 2nd, 2009 (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

 

 

 

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Abstract:
 

Relaxations for nonconvex quadratic optimization commonly use the \"Reformulation-Linearization Technique\" (RLT) to replace bilinear and quadratic terms with new variables, adding constraints that are implied by upper and lower bounds on the original variables. For two original variables, RLT constraints and semidefiniteness give an exact convex reformulation for nonconvex box-constrained quadratic programming (QPB). In any dimension, projecting out the quadratic variables in an instance of QPB produces the Boolean Quadric Polytope (BQP) associated with quadratic optimization over Boolean variables. Polyhedral combinatorics of the BQP can therefore be used to strengthen convex relaxations for QPB and more general nonconvex quadratic optimization problems. We describe recent theoretical and computational results.


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Biography:
 

Kurt M. Anstreicher is the Tippie Research Professor and Department
Executive Officer (Chair) of Management Sciences at the University of
Iowa Tippie College of Business. Professor Anstreicher received his Ph.D.
from the Department of Operations Research at Stanford University in
1983, under the direction of George Dantzig. He was an assistant and
associate professor of Operations Research at Yale University from
1982-1991, and went to the University of Iowa as a professor of
Management Sciences in 1991. He was appointed Daly Professor in 1998,
Tippie Research Professor in 2002 and Department Executive Officer in
2003. He has twice (in 1989-1990 and 1996-97) been a Research Fellow
at the Center for Operations Research and Econometrics (CORE), in
Louvain-la-Neuve, Belgium.

Professor Anstreicher has authored over 50 journal articles, mainly in the
areas of interior-point algorithms, semidefinite programming and nonlinear discrete optimization. In 2002 he was awarded (joint with N. Brixius,
J.-P. Goux, and J. Linderoth) the SIAM Activity Group on Optimization
(SIAG/OPT) Prize for the best paper in optimization in 2000-2002.

Professor Anstreicher has been the organizer or co-organizer of research workshops in the US, Canada and Gemany and was the co-chair (with S. Leyffer) of the 2008 SIAM Optimization Conference. He was an associate editor of the SIAM Journal on Optimization from 1991-1997. He served as a co-editor of Mathematical Programming Series A from 1999-2005 and was appointed editor-in-chief of MPA in 2007. He was a member of the INFORMS Lanchester Prize committee in 1991 and the Mathematical Programming Society (MPS) Tucker Prize committee in 1997and 2000, and is currently a member of the INFORMS Von Neumann Prize committee. He served on the elected Council of the MPS from 1997 to 2000, and was the elected Chair of SIAG/OPT from 2004 to 2007.


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

 

 

 

Host

:

Prof. Janny Leung

Tel

:

(852) 2609-8238

Email

:

janny@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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