LANS Informal Seminar: Kamil Khan

Seminar Title: Advances in bounding methods for use in global optimization
Speaker: Kamil Khan, Assistant Professor, Department of Chemical Engineering, McMaster University

Date/Time: 2018-10-01 10:30
Location: Bldg 240. Room 1404-05

Description:
Several applications give rise to optimization problems that must be solved to
global optimality, including worst-case uncertainty analysis and modeling of
thermodynamic equilibria. Deterministic methods for global optimization proceed
by generating successively tighter upper and lower bounds on the unknown
optimal objective value, and their convergence rates are typically limited by
the quality of these bounds. This presentation describes recent progress in
automatically constructing effective bounds on nonconvex systems for this
purpose, including generation of differentiable convex underestimators,
effective incorporation of subgradients, and nontrivial extensions to dynamic
systems. This being an informal seminar, some of this work is preliminary. En
route, we will also stumble across some small results in convex analysis that
may surprise you.