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Seminar

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

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 ¡¡ ¡¡ ¡¡ Title : Optimizing condition numbers ¡¡ ¡¡ ¡¡ Speaker : Prof. Jane Ye ¡¡ ¡¡ Department of Mathematics and Statistics ¡¡ ¡¡ University of Victoria, Canada ¡¡ ¡¡ ¡¡ Date : June 11th, 2009 (Thursday) ¡¡ ¡¡ ¡¡ 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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 In this talk we consider the problem of minimizing condition numbers over a compact convex subset of the cone of symmetric positive semi-definite $n\\times n$ matrices. We show that the condition number is a Clarke regular strongly pseudoconvex function. We prove that a global solution of the problem can be approximated by an exact or an inexact solution of a nonsmooth convex program. This asymptotic analysis provides a valuable tool for designing an implementable algorithm for solving the problem of minimizing condition numbers.

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Biography:
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 Professor Jane Ye received her B. Sc. in pure mathematics from Xiamen University, China in 1982 and her MBA and Ph. D. in applied mathematics from Dalhousie University, Canada in 1986 and 1990 respectively under the supervision of Professor M.A.H. Dempster. She spent two years at the University of Montreal as a postdoctoral researcher under the supervision of Professor F. H. Clarke, then in 1992 took an assistant professor position at the University of Victoria and has been a full professor since 2002. She was a visiting professor at Universit¨¦ de Pau France, Universit¨¦ de Perpignan, and Universit¨¦ de Toulouse III. Professor Ye\'s main research area is optimization and optimal control theory and their application in Economics and Statistics and nonsmooth analysis.

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

 ¡¡ ¡¡ ¡¡ Host : Prof. Li, Duan Tel : (852) 2609-8316 Email : ¡¡ ¡¡ ¡¡ Enquiries : Prof. Nan Chen or Prof. Sean X. Zhou ¡¡ : Department of Systems Engineering and Engineering Management ¡¡ ¡¡ CUHK Website : Email : ¡¡ ¡¡ ¡¡

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