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***************************** Special Date *****************************

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

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 ¡¡ ¡¡ ¡¡ Title : Chaotic Behavior in Optimization ¡¡ ¡¡ ¡¡ Speaker : Prof. Kees Roos ¡¡ ¡¡ Technical University Delft ¡¡ ¡¡ The Netherlands ¡¡ ¡¡ ¡¡ Date : May 8th, 2007 (Tuesday) ¡¡ ¡¡ ¡¡ 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:
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 It is known that the well-known affine scaling method for linear optimization may show chaotic behavior if the step size is larger than $\frac23$. We show that the same phenomena may occur when working with the primal-dual affine-scaling method using primal-dual Dikin steps, even if it is assumed these steps are exact. The latter assumption makes it much easier  to study the process that gives rise to the chaotic behavior.

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Biography:
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 Kees Roos (1941) holds a chair on Optimization Technology at Delft University of Technology. From 1998 to 2002 he was a part-time professor at Leiden University. The past 20 years his research concentrated on interior-point methods for linear and convex optimization, at present with emphasis on semidefinite optimization and its applications. He is a (co-)author of several books and more than hundred papers in refereed journals and member of the editorial board of several journals, among them the SIAM Journal on Optimization. He is secretary/treasurer of the SIAM Activity Group on Optimization. He supervised a large number of research projects, among them the Dutch nationwide NWO-project High Performance Methods for Mathematical Optimization, and currently the project Discrete Mathematics and Optimization of the (Dutch) Stieltjes Institute.

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

 ¡¡ ¡¡ ¡¡ Host : Prof. Shuzhong Zhang Tel : (852) 2609-8240 Email : ¡¡ ¡¡ ¡¡ Enquiries : Bolin Ding or Jeffrey Xu Yu ¡¡ : Department of Systems Engineering and Engineering Management ¡¡ ¡¡ CUHK Website : Email : seg5810@se.cuhk.edu.hk ¡¡ ¡¡ ¡¡

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