******************************************************************************

Seminar

Department of Systems Engineering and Engineering Management,

The Chinese University of Hong Kong

Title:

Inverse Optimization Problems: Models, Methods and Applications

Speaker:

Professor Jianzhong Zhang

Mathematics Department

City University of Hong Kong

Date : March 10, 2006 (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 talk we first introduce the concept of inverse optimization in which

we want to change parameter values of a system as little as possible so that a

feasible solution, which is not optimal under the original parameter values,

becomes the optimal one. Several applications of inverse optimization are

given including the isotonic regression problem being considered as an inverse

sorting problem, a seismic tomography model as an inverse shortest path

problem, a project evaluation problem as an inverse DEA problem, etc. Two

general methods, column generation method and ellipsoid method, for solving

inverse optimization problems are proposed. To solve inverse problems more

efficiently, for most common combinatorial and network optimization problems,

various special strongly polynomial methods are presented, and a survey on the

current status of efficient methods is given. We will also point out by

discussing the inverse center location problem that even if the original

optimization problem is polynomially solvable, its inverse problem may be NP-

hard. Some further extensions of inverse optimization such as system

improvement problems and partial inverse optimization problems are introduced

to conclude the talk.

Bio:

Professor J.Z. Zhang had his undergraduate study in Mathematics in Shanghai

Normal University and obtained his PhD degree in Operations Research in 1984

from the University of Texas at Austin, USA. He worked in Shanghai Normal

University until 1988 as Lecturer, Associate Professor, Professor, and Head of

the Mathematics Department. He was Distinguished Visiting Professor in the

Dept. of Operations Research, George Washington University in 1989, and in

1990 he joined City University of Hong Kong where he has been Professor and

former Head (1996-2002) of the Mathematics Department.

Professor Zhang started his research in optimization in 1979. In the first

twenty years he mainly worked on continuous optimization, especially on

successive linear programming method, quasi-Newton method, trust region method

and pipe network problem. In addition to traditional nonlinear optimization

problems, he has also been working on complementarity problem, variational

inequality problem, bi-level programming problem and MPEC problem. His

research interest expanded to the combinatorial optimization area in recent

ten years, and in particular he has been devoted to the study of various

inverse optimization problems.

Professor Zhang published more than 130 research papers, mostly in

international SCI journals. He now serves in editorial boards of three

international optimization and applied mathematics journals and one core

domestic journal. Professor Zhang is the Vice-Chairman of the Chinese

Mathematical Programming Society.

¡@

Note : Cookies and drinks will be available at 4:15 pm.

_______________________________________________________________________________

¡@

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

Host : Prof. Janny Leung

Tel : 2609 8238

Email : janny@se.cuhk.edu.hk

For more information please

refer to http://www.se.cuhk.edu.hk/~seg5810/

¡@