Random projections for mathematical programming

Datum i vreme: Utorak, 21.05.2024. u 14:15h
Lokacija: Online

Predavač: Leo Liberti, LIX CNRS Ecole Polytechnique, Institut Polytechnique de Paris

Random projections are random matrices that map a finite set of points into a smaller- dimensional space, so that the two point sets are approximately congruent. We look at their appli- cation to derive approximations of mathematical programming formulations for various classes: Linear Programming, Quadratic Programming (with or without quadratic constraints), and various applications.
Presenter’s bio: Leo Liberti obtained his Ph.D. in Global Optimization at Imperial College London, held postdoctoral fellowships at Politecnico di Milano and Ecole Polytechnique in France, where he became professor and vice-president of his department. After two years as a Research Staff Member at IBM Research in New York, he was recruited by CNRS as a Research Director and by Ecole Polytechnique as a part-time professor. His main research interests are mathematical programming with applications to industrial problems, optimization algorithms, and distance geometry.

Rukovodioci seminara:

MI SANU: Vera Kovačević-Vujčić, Milan Dražić

FON: Zorica Bogdanović, Marijana Despotović-Zrakić

IEEE: Božidar Radenković