Department of Systems Engineering and Engineering Management,

                    The Chinese University of Hong Kong


Inverse Optimization Problems: Models, Methods and Applications

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

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.

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/