[Seminario] INVITACIÓN COLOQUIO OPTIMIZACIÓN MIÉRCOLES 09 DE MARZO A CONTAR DE LAS 15:00 HRS.

[Maria Ines]

*Estimados Académicos  y Alumnos, *

*
Se les invita para este  miércoles 09 de Marzo  a contar de las  15:00 
hrs, al  COLOQUIO OPTIMIZACIÓN, TITULADO**"A mediodía de Optimización y 
análisis variacional", el cual tendrá lugar en  la de Seminarios John 
Von Neumann del CMM. *

**

*EXPOSITORES*

- Pr. Dimitri Bertsekas, Departamento de Ingeniería Eléctrica e 
Informática en la Facultad de Ingeniería en el Instituto de Tecnología 
de Massachusetts (MIT), en Cambridge, Massachusetts.


- Pr. Assen Dontchev, Mathematical Reviews y la Universidad de Michigan.


- Pr. R. Tyrrell Rockafellar, Departamentos de matemáticas y matemáticas 
aplicadas en la Universidad de Washington, Seattle.


*PROGRAMA

Miércoles, 9 de marzo:
*
*/- 15:00-15:45 hrs:/*

*//*

*/Pr. Dimitri Bertsekas, MIT, Massachusetts./*

*Title : Enhanced Fritz John Optimality Conditions and Sensitivity Analysis
Abstract:*We discuss a set of Fritz John conditions for convex and 
nonconvexconstrained optimization, which are more powerful than the 
classicalones, and assert the existence of multipliers with some 
minimalsensitivity properties under very general assumptions. We use 
theseconditions to construct a unifying constraint qualification 
frameworkbased on the notion of pseudonormality. We also use them to 
construct ahierarchy of Lagrange multipliers with increasingly stronger 
sensitivity bproperties, culminating with results that assert the 
existence ofmultipliers with optimal sensitivity properties, in the 
sense that theyquantify the optimal rate of cost function improvement as 
constraintsare violated.

*/
- 15:45-16:30 hrs./*

*/Pr. Assen Dontchev, Mathematical Reviews and University of Michigan.
Title: The Newton method: main developments and enhancements.
/*

*/Abstract:/*This talk gives an overview of convergence results for 
various Newton-type methods including extensions to  variational  
inequalities and optimization problems based on metric regularity 
properties of mappings in variational analysis. Applications to model 
predictive control will be presented.


*/
16:30-17:00 hrs: Coffee break and discussion/*


*-17:00-17:45 hrs.*

*/Pr. R. Tyrrell Rockafellar, University of Washington, Seattle
  Title: Solving Stochastic Variational Inequalities


/*

*/Abstract:/*With Monotonicity by Progressive Hedging Stochastic 
variational inequality problems, single-stage or multistage, canbe 
formulated with nonanticipativity as an explicit constraint on the 
interaction of decisions with information.  The introduction 
ofmultipliers for that constraint allows in theory for a decomposition 
into  separate subproblems each of the scenarios, as if hindsight were 
available, but a key question is how to generate the right value for 
those multipliers.


When monotonicity is present in the variational inequality, the 
progressive  hedging algorithm of stochastic programming can be adapted 
to this setting. Solutions can then be calculated by iterations in which 
the multipliers, in parallel to those providing the present cost of 
future information in simpler models, are approximated and adjusted step 
by step.


Esperando contar con su presencia les saluda,

Ma. Inés Rivera


-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://listas.dim.uchile.cl/pipermail/seminario/attachments/20160307/466d8690/attachment-0001.html>