[Seminario] INVITACIÓN OPTIMIZATION AND EQUILIBRIUM, MIÉRCOLES 13 DE MARZO A LAS 16:00 HRS.

[Maria Ines Rivera]

Estimados Académicos(as) y Alumnos(as),

Se les invita para el próximo miércoles 13 de marzo a las 16:00 hrs, al 
seminario  Optimization and Equilibrium, el cual será dictado por el 
Profesor Ralph Tyrrel  Rockafellar, en la sala de Seminarios John  Von 
Neumann CMM,  séptimo piso, torre norte de Beauchef 851.

*SEMINAR*
**
*OPTIMIZATION AND EQUILIBRIUM*

**
*EXPOSITOR***

*R. T. Rockafellar*
*University of Washington, USA*

**
*TITLE
***
*Progressive Decoupling of Linkages in Optimization with Elicitable 
Convexity

*
*ABSTRACT:
*
A method called the Progressive Decoupling Algorithm is described for 
solving variational inequalities and optimization problems in which a 
subspace captures "linkages" that can be relaxed.  The approach is 
inspired by the Progressive Hedging Algorithm in convex stochastic
programming and resembles the Partial Inverse Method of Spingarn, but 
retains more parametric flexibility than the latter.  It is able even to 
work when mononicity or convexity is not directly present but can be 
"elicited". The role of elicitation mimics the role of "augmentation" in 
Lagrangian methods of multipliers.  Applications can be made to problem 
decomposition and splitting.

MIÉRCOLES 13 DE MARZO A LAS 16:00 HRS, SALA DE SEMINARIOS JOHN VON 
NEUAMNN CMM, SÉPTIMO PISO, TORRE NORTE, DE BEAUCHEF 851.

Esperando contar con su presencia, les saluda,

Ma. Inés Rivera

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