ORB Issue 7, September 2002

Tamas Terlaky
A.A. Martynyuk and K.L. Teo
Zhao Gong Yun
Takahito Kuno
Taketomo Mitsui
Hiroshi Konno
Takahito Kuno
Jie Sun
Liqun Qi and Kok-Lay Teo
Alex Rubinov and Wenyu Sun
Xiao-Tie Deng and Shou-Yang Wang
David Gao
C.T. Kelley
V.F. Demyanov
Kluwer Academic Publishers
Defeng Sun
Tamas Terlaky
Liqun Qi
Tamaki Tanaka and Tetsuzo Tanino
G. Chikrii and A. Chikrii
C.S.Lalitha and S.Schaible


Return to top of page

A New Journal: OPTIMIZATION AND ENGINEERING--- Tamás Terlaky

"OPTIMIZATION AND ENGINEERING" (OPTE) is a relatively new multi disciplinary journal. These days the last issues of Volume 3 are going to publications. OPTE's primary goal is to promote the application of optimization methods in the general area of engineering sciences and facilitate the development of advanced optimization methods for direct or indirect use in engineering sciences.

OPTE aims to ease the communication and speed up the information flow between the application driven engineering optimization community and the theory oriented mathematical optimization community. Most of us tend to forget that some of the most important results of optimization theory were motivated by concrete engineering problems. The advantages of better communication and of this new interdisciplinary forum are evident.

Optimization and Engineering takes its multi disciplinary/interface role seriously. All possible efforts will be made to develop and maintain a healthy balance between theory and practice. For this reason a unique two-sided refereeing process is designed to stress OPTE's interdisciplinary character and to avoid the pitfall of publishing papers that are not sound or completely unreadable for either community.

UNIQUE REFEREEING PROCESS:
OPTE features a unique refereeing process. All submitted papers are subject to rigorous refereeing. Each paper is assigned to two associate editors. One with a strong mathematical background and another with a strong engineering background. Both associate editors solicit reports from at least two referees and make recommendations based on the expert’s reports. This process might look cumbersome, but this seems to be the only way to ensure that all papers will be relevant and understandable for both the mathematical and engineering optimization communities.

EDUCATIONAL SECTION:
Another important feature of OPTE is the educational section. What and how we teach our students have a long lasting impact. In this respect, I share the vision of my Ph.D. supervisor: "the most important application of theory is education". The goal of the education section is to promote understanding and appreciation of optimization theory and techniques. We are seeking to publish simple but relevant tutorials, striking examples, easy to understand case studies that can be used in the classroom to increase students interest in modern optimization techniques and help faculty members to develop optimization curricula.

Amr S. El-Bakry, the editor responsible for this section, is eager to see high quality submissions.

It is my honor to manage the publication of this quarterly journal OPTIMIZATION AND ENGINEERING. I am convinced that there is a great need for a regular communication channel between the engineering and mathematical optimization communities.

Our strong editorial board continues to work hard to accomplish OPTE's mission. However, to accomplish this mission the support of all optimizers is needed. We shall try to serve your needs and we hope we can count on your interest and contributions.

Tamás Terlaky, Editor in Chief
Canada Research Chair in Optimization

For more information see the OPTE WEB pages:

http://www.cas.mcmaster.ca/~terlaky/OPTE/opte.html http://www.wkap.nl/journalhome.htm/1389-4420

Instruction for paper submissions can be found at: http://www.cas.mcmaster.ca/~terlaky/OPTE/submission.html

Two full issues, OPTE 1.1 and OPTE 1.4 can be downloaded from:
http://www.cas.mcmaster.ca/~terlaky/OPTE/OPTE-11.zip
http://ipsapp009.lwwonline.com/ips/frames/toc.asp?J=5063&I=4

Return to top of page


New Journal " Nonlinear Dynamics and Systems Theory" --- A.A. Martynyuk and K.L. Teo

Dear Colleagues:

We would like inform you that full information about the Journal "Nonlinear Dynamics and System Theory" you can find to the address: http://www.sciencearea.com.ua

We would encourage you to remember about NONLINEAR DYNAMICS AND SYSTEMS THEORY when you think about submitting your new research papers for publication.

Of course, we would like to find new subscribers to the Journal in your country. We would appreciate it very much if you could recommend our Journal to some libraries in your country.

A.A.Martynyuk
(Editor-in-Chief)
K.L.Teo
(Regional Editor)

Return to top of page


Post doc positions in industry--- Zhao Gong Yun

The project OPERA is subsidized by the petroleum industry (ELF-TOTAL-FINA, one of the 5 or 6 major companies in the world).

Two or three post doc positions are to be filled for this project. The duration will be about one year and a half, with some option to continue, and maybe even permanent positions in the future. The salary would be around 2000 euros a month. The cost of a studio in Pau is around 300 euros a month. The job would consist in making test and benchmarks of some software developed elsewhere (Stanford, Univ. of Colorado, Ecole des Mines, etc). Later on, adaptations of such software for the needs of seismic prospecting may be considered. The applicant should be used with UNIX, and, if possible, Linux.

The person to contact is
Evgeny.Landa@univ-pau.fr, preferably in English or French.
tel: 33 5 59 80 29 87
fax: 33 5 59 02 35 03

There is no deadline (as hopefully some other opportunities will appear) but it is advised to apply before the end of September.

Return to top of page


An Interview with Hoang Tuy--- Takahito Kuno

Personal Interview --- Hoang Tuy
**********************************
Interviewee: Hoang Tuy
Interviewer: Takahito Kuno
Interview Date: August 2002
**********************************

1. Your full name, address and E-mail address

HOANG TUY
Institute of Mathematics, P.O. Box 631, 10 000 Hanoi, Vietnam
htuy@thevinh.ncst.ac.vn

2. Your highest degree, awarding institution and year



3. How many research papers have you published (including papers accepted for publication) in optimization?

Above 120

4. Your research interests:



5. Some of your most representative papers or books

Books:

  1. Global Optimization (Deterministic Approaches)(with R. Horst), third edition, Springer-Verlag. 1996
  2. Optimization on Low Rank Non convex Structures (with H. Konno and P.T. Thach), Kluwer Academic Publishers 1997.
  3. Convex Analysis and Global Optimization, Kluwer Academic Publishers, 1998.


Papers:

  1. Concave Programming under linear constraints, Soviet Mathematics 5(1964), 1437-1440
  2. Convex inequalities and the Hahn-Banach Theorem, Dissertationes Mathematicae, XCVII (1972).
  3. A general minimax theorem, Doklady Akad. Nauk SSSR, 219:4(1974), 818-822 (in Russian)
  4. D.C. Optimization: Theory, Methods and Algorithms, in Handbook of Global Optimization,
  5. R. Horst and P. Pardalos eds, Kluwer Academic Publishers 1995, 149-216.
  6. The Complementary Convex Structure in Global Optimization, Journal of Global Optimization, 2(1992), 21-40.
  7. The relief indicator method for constrained global optimization, (with P.T. Thach), Naval Research Logistics, 37(1990)473-497.
  8. Strongly Polynomial Algorithm for a Concave Production-Transportation Problem With a Fixed Number of Nonlinear Variables. (with S. Ghannadan, A. Migdalas and P. Varbrand), Mathematical Programming 72(1996), 229-258.
  9. A General D.C. Approach to Location Problems, in `State of the Art in Global Optimization: Computational Methods and Applications', C. Floudas and P. Pardalos eds, Kluwer 413-432 (1996)
  10. Convexity and Monotonicity in Global Optimization, in 'Advances in Convex Analysis and Optimization', N. Hadjisavvas and P.M. Pardalos eds, Kluwer 2001, 569-594.
  11. Monotonic Optimization: Problems and Solution Approaches, 'SIAM Journal on Optimization', Vol. 11, No. 2 (2000), 464-494.


6. Please describe your major contributions in optimization



7. Names of your Ph.D. Students (and the titles of the theses, the place and year of defense if you memorize them)



8. What are the most important recent developments in the optimization branch you are working on? Please specify the name of the branch



9. What are the most interesting unsolved problem in the optimization branch you are working on?

Maximizing the product of pair wise distances between k points on the unit sphere in R^n. Although this problem can be reformulated as a D.C. optimization or as a D.M. optimization problem, its difficulty remains enormous.

Return to top of page


Prof Hoang Tuy-A Prominent Applied Mathematician--- Taketomo Mitsui

I have been trying to remember when it was the first time I heard the name of Prof. Ho`ang Tuy. Presumably Kyoji Saito, one of my dear colleagues in Kyoto, introduced him to me in the early 80’s, Saito himself had heard about Prof. Tuy from others (maybe from a Vietnamese mathematician) and asked to me about Prof. Tuy’s research achievement. I turned to my old files, and they show the approximate date, however I could not remember the exact time. Anyhow, since Saito is in the field rather far from applied mathematics, he gave me a package of Prof. Tuy’s published articles so that I could become familiar with Prof. Tuy’s work and his great achievements in the field of optimization theory.

I am a numerical analyst, whose major interest is a bit different from the optimization theory, however, as everybody knows, they are closely related. The first reason is that numerical analysis employs functional analysis as its framework, while the second that algorithms play the key role of its development. These are quite similar to the optimization theory. Therefore I was very keen to get to know him personally. When the re-unification of Vietnam had just been realized, I was impressed that Prof. Tuy’s academic work had been carried out in the period under extremely hard conditions.

Fortunately in the middle of 1987 I received an invitation letter endorsed by Prof. Tuy himself, who kindly invited me to an international conference (ICOMIDC-Symposium on Mathematics of Computation) to be held in Ho Chi Minh City in April of 1988. Of course I immediately accepted the invitation and started to arrange for the conference. As a result, on the afternoon of Apr 24, 1988 I actually met Prof. Tuy at the hotel in Ho Chi Minh City. As you know, he is small in his physical stature, but looks prominently intellectual. I said in my heart “He is a mathematician!”. Although he was very busy in Ho Chi Minh City encouraging and advising the organizers of the international symposium as the leader of Vietnamese mathematicians community, he was so kind to take care of me by appointing a young Vietnamese colleague in be charge of me. Moreover, after the closing of the symposium, Prof. Tuy and I took the same airplane flying to Hanoi, the capital of Vietnam, where he also showed his kindness by organizing a visit to Hanoi Institute of Mathematics (HIM), Hanoi University of Technology (HUT). These occasions were just the start of communications with many Vietnamese colleagues in various sides. Also, due to Prof. Tuy’s great concern, R. Gorenflo, a professor from Berlin, and I were able to enjoy a visit to Ha Long Bay, known its wonderful and very impressive scenic beauty.

Then in September of that year, after the closing of the 13th International Symposium on Mathematical Programming in Tokyo, Prof. Tuy came to Nagoya. For almost a half-month he stayed with me in my department. During this time I spent many hours discussing many matters with him, I was also able to introduce him to my colleagues who were closer to the field of optimization. It was the first time Prof. Tuy was able to visit Japan. This meant I could contribute a little bit to the development of his further communications with Japanese colleagues. Since then Prof. Tuy has visited and stayed several times in Japan, and each time I had pleasure to meet him, to listen to his talks and to discuss many items, which covered academic research, the educational system, the applied mathematics community and so on. Through the discussions I realized that Prof. Tuy is not only an experienced mathematician but also a scientist who can take a global view.

In fact, he has visited and stayed in various countries, which of course includes Japan, and carried many joint works with foreign colleagues. At the same time he has taught many excellent Vietnamese mathematicians and puts them forth in the international community. I know he is fluent even in Russian and French (of course his English is perfect). Therefore I was not surprised when I heard he was honoured with the Ho Chi Minh Prize in 1996. (Fortunately I have kept a photocopy of the first page of Nhˆan Dˆan, the biggest newspaper of Vietnam, which has the group picture of the Ho Chi Minh Prizewinners. In the middle Prof. Tuy is smiling.)

Here I like to mention some other episodes about Prof. Tuy. Do you happen to know Mathematical Intelligencer, a mathematics magazine published by Springer-Verlag? The Summer issue of 1990 (vol. 12 No. 3) carries an article, or strictly speaking, an interview with Prof. Tuy by N. Koblitz, who was a Professor of Mathematics in Seattle, USA and had a visit to Hanoi. There you can learn how Prof. Tuy became to a mathematician and had to overcome the die cult days of Vietnam through the 50’s to 70’s. The story itself is most interesting. Another matter. In 1990 he wrote to me asking for help. His word-processor in the Institute, which had been bought in Tokyo, was out of order, and an electronic component of the apparatus was highly likely to cause a trouble. Hence he wanted to replace it, but he could not find it in Vietnam. He asked me whether I could find a replacement component in Japan. I tried to find the component matching his specifications of the apparatus and the component, and eventually was able to send it out to him in Hanoi. It was hard to imagine the component that had caused the trouble without seeing it. Unfortunately, the component I located was not correct as I learnt from the following e-mail message from Graz, “An electronics expert to whom I turned for assistance, after having carefully checked, told me that the head is a bit higher than the original one and does not fit to my word processor.” This episode shows that Prof. Tuy is so enthusiastic to follow the modern technology even if it is merely in word processors.

Most recently I met him in Hanoi in December last year during the period when I was there for an international conference (DEAA 2001). The occasion came about as a result of many communications with my acquaintances in Vietnam, which were more or less due to the introductions by Prof. Tuy. In the lobby of my hotel he was accompanied with his son-in-law, Dr. Phan Thiˆen Thach, and appeared with his usual smile and calmness. Then we moved to a modern restaurant where he invited me to dinner. I knew he was over seventy years of age, however he was still so active and told me earnestly about his future plan in academic matters. I was very impressed and could not stop praying for his good health and long life. I can assure you that Prof. Tuy is continuing his influence over Vietnam, Asia and the world through his prominent ability as well as with his warm personality.

Return to top of page


A Tribute to Professor Hoang Tuy--- Hiroshi Konno

I first met Professor Hoang Tuy on the occasion of the 13th International Symposium on Mathematical Programming (ISMP) held at Chuo University, Tokyo in the summer of 1988 when he was a little over 60.

I was then informed by one of my colleagues that he is a very tough and strict mathematician. I was also informed of his very harsh experiences during the Vietnamese war. In fact, he fled to the jungle for many months and continued his study in the moonlight after a very hard daytime labor. He should be an iron man like, say Egon Balas who experienced awful youth-food. Therefore, I was a little scared to meet him in person in my oéce. However, I was surprised to find that he is a small friendly, white haired man. I was also surprised that he knew my straightforward extension of his cutting plane for concave minimization problems published almost a decade ago.

Upon his warm encouragements and pushed by the appearance of J. of Global Optimization, I resumed serious works in this area. I am sure that I would not be able to obtain some non-trivial results in structured global optimization without his encouragements.

In 1991, we met again at the flat of Dr. Phan Thien Thach, his son in law at Trier after 14th ISMP held at Amsterdam. We discussed many things about global optimization and other topics during my two days stay there. In 1992, I invited Thach as an assistant professor of my team at Tokyo Institute of Technology, which triggered my closer relationship with his father in law. In particular, we started a grand project of writing a book on global optimization problems with special structures. His first book, Global Optimization : Deterministic Approaches, co authored by Reiner Horst, was then appreciated by many researchers as the Bible of global optimization. In fact, many people started serious works in global optimization motivated by this path-breaking book. Therefore, I thought that he is satisfied with the quality of the book and its reputation.

But he proposed me to write a joint book by saying: We have now rigorous deterministic algorithms for solving concave minimization, reverse convex minimization problems, etc. But these general purpose algorithms have to be tuned and modified to solve practical problems. Also, more efficient algorithms can be constructed by using special structure of each problem. The situation is similar to combinatorial optimization. Time is ripe for writing another book. The book co authored by Tuy, Thach and myself entitled, Optimization on Low Rank Non-convex Structures appeared in December 1996, about five years from its inception. We are deeply indebted to the leadership, advice, encouragement and patience of Professor Tuy, without which this book would not have been completed. Although the sales record was unbelievably poor, I was happy to know that my contribution met the standard of Professor Tuy. I am extremely honored to have had a chance to write a joint book with one of the strongest mathematicians of our age.

We, Thach and myself, were quite exhausted by this project. Therefore, we were struck to learn that he published another excellent book, Convex Analysis and Global Optimization in less than one year after this. I know very few mathematicians who continue serious studies and publish many important papers after 60 years old. He was more active in his 60s and continues to be active in his 70s. I very much hope that he continues to be active in the coming years. His activity is one of my largest incentives to continue serious study in my 60s.

Return to top of page


Photos of Professor Tuy
-- Santa Claus coming from a Southern Country--- Takahito Kuno

When I was a student, I thought that "Tuy" or "Tui" was a scientific name of the concavity cut, an ingenious tool for solving concave minimization problems. Of course, I knew it someone's name at least -- but he must have been a kind of past great man.

Around 1990, my supervisor Professor Konno introduced me Professor H. Tuy and his son in low P.T. Thach. Then I could at last connect the name "Tuy" with a living human not with a tool of global optimization. To tell the truth, I was a little disappointed to find the inventor of that great device a small old man with white hair. However, as soon as his lecture finished, he became my hero. I learned that he was not a past man but a first-class researcher still playing an active part in the font line.

Later, his sons Thach and H.D. Tuan worked for Tokyo Institute of Technology and the University of Nagoya respectively, and Professor Tuy himself came to visit Japan more frequently. Every time he brings us wonderful presents of research ideas. Yes, he is just Santa Claus coming from a southern country for us, the researchers in Japan.

The reason I call him Santa Claus is not only it. He is ageless! Although he was already a white-haired man when I first met him, he is still the same as him at that time. If you see the photos below, you will surely be convinced that it is true. Can you tell which is his most recent photo?

Tuy-Photo1.jpg

photo1 (offered by Professor Mitsui): Professors Tuy (right) and Mitsui at the University of Nagoya, October, 1994.

Tuy-Photo2.jpg

photo2 (offered by Professor Matsui): Professors Tuy and Konno (left) at Professor Thach's apartment in Hanoi, December, 1997.

Tuy-Photo3.jpg

photo3 (offered by Professor Mitsui): Professors Tuy, Mitsui and Thach at a restaurant in Hanoi, December, 2001.

Return to top of page


An Introduction to our Recent Research Work on Semi-smooth Newton Methods for SDO--- Jie Sun

Jie Sun
jsun@nus.edu.sg
http://www.fba.nus.edu.sg/depart/ds/sunjiehomepage/


Background

Two major developments in optimization research and practice in the last two decades have been interior point methods and semi-smooth Newton methods. Many researchers in POP are major contributors to these two areas.

Roughly speaking, interior point methods are very good for convex optimization whereas semi-smooth Newton methods are quite useful for non-convex optimization. Since 1990 interior point method has been extended to solve optimization problems of matrix variables, called semi-definite optimization (SDO) problems. Soon after, it was found SDO could be a powerful tool in solving difficult optimization problems including eigenvalue related optimization problems. The award-winning work of Goeman and Williams of MIT in solving the max-cut problem is only one of the examples showing how useful SDO is. It is well known that many SDO problems are non-convex in nature.

In contrast to interior point methods, semi-smooth Newton methods were not used to solve SDO until recently. The major obstacle is the concept of semi-smooth functions are not easily extended to matrix-valued functions. It therefore becomes a focal point in research since late 1990s among the researchers in semi-smooth Newton methods. In particular, a fundamental problem was that whether the matrix absolute value function |X|, where X is a symmetric matrix, is strongly semi-smooth.

What we are doing

1. The paper of D. Sun and J. Sun gave a positive answer to this problem (Mathematics of Operations Research, 2002). Besides, the paper laid a foundation for matrix functions in relation to semi-smooth Newton methods. Later, X. Chen, H. Qi and P. Tseng obtained general differentiability results on the so-called eigenvalue functions that include the strong semi-smoothness of |X| as a special case. 2. D Sun and J. Sun simplified the method in their above paper to further prove that eigenvalues of symmetric matrices are strongly semi-smooth. They show that the semi-smooth Newton method has quadratic convergence rate if applied to an important problem in numerical analysis – the inverse eigenvalue problem. 3. J. Sun, D. Sun, X.-D. Chen and L. Qi extended the squared smoothing Newton method to the matrix complementarity problem that is the first of its kind to have quadratic convergence rate. They present computational results to show the efficiency of this method. 4. J-S. Pang D Sun and J. Sun used a semi-smooth inverse function theory in studying the stability of SDO problem and obtained new results in the area of stability of SDO, including a formula for the directional derivative of the optimal solution of the SDCP (semi-definite complementarity Problem).

POP members are exploring in semi-smooth SDO

Quite a few members of POP have made important contributions to semi-smoothness related problems in connection to SDO. Among them, we would like to mention Tseng’s classical work on SDC (semi-definite complementarity) functions (Math Programming 1998), Gowda’s work on SDCPs, Chen and Tseng’s work on smoothing Newton methods for SDO, Fukushima, Luo and Tseng’s work on Lorentz cone optimization, and Kanzow and Nagal’s work on Newton-type methods for SDO, in addition to the work of Chen, Qi and Tseng mentioned above. We also should not forget that POP members are also doing fine in the research of interior point methods for SDO. Of course it is not in the scope of this short introduction to our work. Anyway, a door is open now for using semi-smooth Newton methods in solving SDO problems due to POP members’ joint effort.

References:

X. Chen, H. Qi, and P. Tseng, "ANALYSIS OF NON SMOOTH SYMMETRIC-MATRIX FUNCTIONS WITH APPLICATIONS TO SEMIDEFINITE COMPLEMENTARITY PROBLEMS," Manuscript, Department of Mathematics, University of Washington, Seattle, Washington 98195, USA, 2000. Revised March 2002.

X.-D. Chen, D Sun and J Sun, "COMPLEMENTARITY FUNCTIONS AND NUMERICAL EXPERIMENTS FOR SECOND-ORDER-CONE COMPLEMENTARITY PROBLEMS" Preprint, Department of Decision Sciences, National University of Singapore, Singapore , 2001.

X. Chen and P. Tseng, "NON-INTERIOR CONTINUATION METHODS FOR SOLVING SEMIDEFINITE COMPLEMENTARITY PROBLEMS" Manuscript, Department of Mathematics, University of Washington, Seattle, Washington 98195, USA, 1999. Revised January 2002.

M. Fukushima, Z.Q. Luo, and P. Tseng, "SMOOTHING FUNCTIONS FOR SECOND-ORDER CONE COMPLEMENTARITY PROBLEMS",{SIAM Journal on Optimization} 12 (2002) 436--460.

M.S. Gowda and Y. Song, "ON SEMIDEFINITE LINEAR COMPLEMENTARITY PROBLEMS", {Mathematical Programming} {88} (2000) 575--587.

C. Kanzow and C. Nagel, "SEMIDEFINITE PROGRAMS: NEW SEARCH DIRECTIONS, SMOOTHING-TYPE METHODS, AND NUMERICAL RESULTS" , Preprint, Department of Mathematics, University of Hamburg, Bundesstrasse 55, 20146 Hamburg, Germany, June 2001.

J.S. Pang, D. Sun and J. Sun, "SEMISMOOTH HOMEOMORPHISMS AND STRONG STABILITY OF SEMIDEFINITE AND LORENTZ COMPLEMENTARITY PROBLEMS", Preprint, Department of Decision Sciences, National University of Singapore, Singapore, April 2002.

D. Sun and J. Sun, "SEMISMOOTH MATRIX VALUED FUNCTIONS", {Mathematics of Operations Research}, {27} (2002) 150-169.

D. Sun and J. Sun, "STRONG SEMISMOOTHNESS OF EIGENVALUES OF SYMMETRIC MATRICES AND ITS APPLICATION TO INVERSE EIGENVALUE PROBLEMS", Preprint, Department of Mathematics, National University of Singapore, Singapore, August 2001.

J Sun, D. Sun and L. Qi "QUADRATIC CONVERGENCE OF A SQUARED SMOOTHING NEWTON METHOD FOR NON SMOOTH MATRIX EQUATIONS AND ITS APPLICATIONS IN SEMIDEFINITE OPTIMIZATION PROBLEMS", Preprint, Department of Decision Sciences, National University of Singapore 1999, revised 2002.

P. Tseng, "MERIT FUNCTIONS FOR SEMIDEFINITE COMPLEMENTARITY PROBLEMS", {Mathematical Programming}, { 83} (1998) 159--185.

Return to top of page


A Conjecture on Multivaried Polynomial Minimization --- Liqun Qi and Kok-Lay Teo

For details see here.

Return to top of page


Call for Papers: Optimization --- Alex Rubinov and Wenyu Sun

The second international conference "Optimization and control with Applications (OCA2002) in Huangshan, China has been successfully finished.

One of special issues of OCA2002 is "Optimization". As guest editors of "Optimization", we invite you to submit your qualified paper to this issue.

* There is wide scope of topics in this issue, which includes the theory, methods, algorithms, and applications of optimization. Normally, it includes: linear and nonlinear programming, nonsmooth optimization, global optimization, stochastic optimization, semi-definite optimization, variational inequalities, nonlinear complementarity problems, and various applications of optimization in engineering, management, and finance etc. (Papers, which contain only setting optimization problems, will not be accepted.)

* Deadline of submitting: Nov. 30, 2002. Before the deadline, please submit your paper with .PS or .PDF file directly to one of us:

Alex M. Rubinov (amr@ballarat.edu.au , a.rubinov@ballarat.edu.au);

Wenyu Sun ( wysun@njnu.edu.cn ).

In general, it is better that the size of paper is no more than 25 pages.

* Each paper will be reviewed by two reviewers.

* Acceptance Decision: by April 30, 2003.

Return to top of page


Call For Papers: Dynamics of Continuous, Discrete and Impulsive Systems Series B (Algorithm and Applications) --- Xiao-Tie Deng and Shou-Yang Wang

Call For Papers for

A Special Issue on Financial Optimization

Guest Editors: Xiao-Tie Deng and Shou-Yang Wang

Scope of the Issue:

Papers are solicited on issues of financial optimization with applications, including but not limited to modeling, algorithmic and application issues in arbitrage, asset pricing, future and option pricing, risk management, credit assessment, interest rate determination, insurance, foreign exchange rate forecasting and portfolio selection, etc. Papers on new models, numerical methods, experimental results, applications and surveys are all welcome.

Important Dates:

o Submission Deadline: December 31, 2002.

o Acceptance Decision: by May 31, 2003.

o Final Version Due: July 31, 2003.

o Publication Date: tentatively by November 30, 2003.

Electronic Submission:

Submission by email is encouraged. Please email a postscript file of your manuscript together with a plain text cover letter to sywang@isso2.iss.ac.cn or deng@cs.cityu.edu.hk

Postal Submission:

Please send three copies of a manuscript to the following address and specify in the cover letter that the submission is for the special issue on Financial Optimization.

Prof. Dr. Shou-Yang Wang

Institute of Systems Science

Chinese Academy of Sciences

Beijing 100080, China

Email: sywang@iss02.iss.ac.cn



Return to top of page


The 7th International Symposium on Generalizes Convexity/Monotonicity --- C.S. Lalitha and S. Schaible

For details click here.

Return to top of page


Canonical Dual Transformation Method: A New Powerful Approach in Global Optimization and Nonconvex Variational Problems --- David Gao

For details see here.
This document contains a link to another document.
The documents's contents, a paper Duality- Mathematics is available here or by clicking on the appropriate link in the Word document.

Return to top of page


Brief Introduction to Implicit Filtering--- C.T. Kelley

In this short note we explain the fundamental ideas behind the implicit filtering method. We take the view that implicit filtering is a natural extension of coordinate search and show how a simple convergence result can be derived from that point of view. We point to the literature for convergence results and experience with the algorithm in practice. The URLs for software are listed at the end of the paper.

For details see here

Return to top of page


Photos From V.F. Demyanov's Album--- V.F. Demyanov

George Dantzig
Laxenburg, Austria, International
Institute for Applied Systems Analysis (IIASA), 1983

Click here to see photograph
______________________________

Angelo Miele, April 1968 , Houston, Texas
A. Miele is the founder and Editor-in-Chief of JOTA (Journal of Optmization Theory and Applications)

He was 80 on August 21 and we wish him well on achieving this milestone.

Click here to see photograph
______________________________

Richard Bellman
Los Angeles (the University of Southern California),1967

Click here to see photograph

Return to top of page


News from Kluwer Academic Publishers--- Kluwer Academic Publishing

To date, 14 books have been published in the well-known Kluwer optimization series "Nonconvex optimization and its applications" and "Applied optimization" from May till September 2002.

For details see here.

Return to top of page


Dr. Huifu Xu has moved to UK.--- Defeng Sun

Huifu had arrived in Australia in 1996 as a Ph D student at University of Ballarat. After completing his PhD thesis he had a Post Doc. position at University of New South Wales. His article (jointly with Prof. E. Andersen): "Optimization and Game Theory in Electricity Markets" has been published in the previous issue of ORB.

Recently he has moved to UK. His contact address is:

Dr Huifu Xu
Faculty of Mathematical Studies
University of Southampton
Highfield, Southampton
SO17 1BJ
UK

Email: H.Xu@maths.soton.ac.uk

Return to top of page>/a>


The McMaster Optimization Conference: Theory and Applications (MOPTA 02) --- Tamás Terlaky

The McMaster Optimization Conference: Theory and Applications (MOPTA 02) August 1-3, 2002 was held in the still new Information Technology Building of McMaster University, Hamilton, Ontario. Continuing the MOPTA tradition, the organizers goal was to bring together researchers from diverse areas of theoretical and applied optimization in a medium-size conference, to facilitate interaction and the exchange of ideas. The conference was hosted by the Advanced Optimization Laboratory (http://www.cas.mcmaster.ca/~oplab/index.html) of the Department of Computing and Software, McMaster University. MOPTA 02 was generously sponsored by the McMaster Faculty of Engineering, The Fields Institute as part of the Special Year on Numerical and Computational Challenges in Science and Engineering, MITACS, Materials and Manufacturing Ontario and IBM Canada.

106 registrants attended the conference, 7 invited featured speakers and a Canadian Operations Research Society sponsored speaker. About half of the participants were from Canadian institutions, numerous from the USA, and countries as diverse as Singapore, Japan, Hong Kong, China, Venezuela, Germany, Italy, United Kingdom, Hungary, Romania.

The seven featured invited speakers gave one-hour talks on topics of wide interest. They were:

John Betts (The Boeing Company),
Steve Boyd (Stanford University),
Christodoulos Floudas (Princeton University),
Robert Freund (MIT),
Aravind Srinivasan (University of Maryland),
Richard Tapia (Rice University) and
Yinyu Ye (Stanford University).
Further, János Pinter (Pinter Consulting and Dalhousie University) represented the Canadian Operations Research Society.

A pleasant banquet at Lasalle Park topped the technical program with an illuminating after dinner presentation: "Circuit designers, Interior Point Methods and Venture Capitalists" by Steven Boyd.

The Organizing Committee of the conference consisted of

Stavros Kolliopoulos (McMaster University),
Tom Luo (McMaster University),
Jiming Peng (McMaster University),
Tamás Terlaky (McMaster University, Conference Chair) and
Henry Wolkowicz (University of Waterloo).

The committee received excellent feedback from many of the attendees and plans to repeat the event next year again. Preliminary commitments indicate that featured speakers of MOPTA 03 will include

Masakazu Kojima (Tokyo Institute of Technology),
Tyrell Rockafellar (University of Washington, Seattle) and
Margaret Wright (Courant Institute, NY).

Up to date information about the MOPTA conferences and the "Optimization Seminar series" at the Advanced Optimization Laboratory can be found at the web site:

http://www.cas.mcmaster.ca/~oplab/index.html

The Advanced Optimization Lab aims to establish McMaster as a worldwide recognized hub for optimization activities in Ontario, which will foster interaction with researchers in Canada and abroad.

(Conference web site: http://www.cas.mcmaster.ca/~mopta/ ).

Tamás Terlaky,
Conference Chair,
Canada Research Chair in Optimization

Return to top of page


The Second International Conference on Optimization and Control with Applications (OCA 2002)--- Liqun Qi

OCA 2002 --- The Second International Conference on Optimization and Control with Applications, was held in Huangshan, China during August 18-22, 2002.

OCA 2002 was organized and sponsored by The Hong Kong Polytechnic University, The Institute of System Science, Chinese Academy of Sciences, Nanjing Normal University, and Anhui University of Science and Technology. It is also supported by the NSFC.

The topics of OCA 2002 include: Duality, Engineering Applications, Financial Optimization, Global Optimization, Nonlinear Programming, Optimal Control, Software of Optimization and Control, Stochastic Programming, Structural Optimization, Systems of Nonlinear Equations, and Variational Inequalities.

OCA 2002 has 26 plenary speakers. They include Ivar Ekeland, Masao Fukushima, C.T. Kelley, Masakazu Kojima, Qiang Lu, Zhiquan Luo, John B. Moore, Panos M. Pardalos, Alex M. Rubinov, and Michel Thera, etc. The organizing committee of OCA 2002 includes Liqun Qi, Kok Lay Teo, Wenxiang Zhang, David Gao, Lei Guo, Xinhe Zhou, Wenyu Sun, Shouyang Wang, Xiaoqi Yang and Zhicai Xu.

OCA 2002 has about 80 participants from Mainland China, USA, Japan, France, Australia, Canada, UK, Switzerland, Poland, Turkey, Brazil, Hong Kong and Taiwan.

People reported their research results in OCA 2002. After the lecturers and talks, participants of OCA 2002 toured Huangshan --- The Yellow Mountains. People enjoyed the beauty of Huangshan. Luckily, the climate was good and people viewed sunrise in Huangshan.

There will be three special issues of OCA 2002:

  1. A special issue of Optimization, Guest Editors: Alex Rubinov and Wenyu Sun.
  2. A special issue of Journal of Global Optimization on ''Duality'', Guest Editors: David Gao and Kok Lay Teo.
  3. A special issue of Dynamics of Continuous, Discrete and Impulsive Systems, Series B (Algorithm and Applications) on ''Financial Optimization'', Guest Editor: Xiaotie Deng and Shouyang Wang


Return to top of page


The Fifth International Conference on Multi-Objective Programming and Goal Programming: Theory & Applications ( MOPGP '02)--- Tamaki Tanaka and Tetsuzo Tanino

The Fifth International Conference on Multi-Objective Programming and Goal Programming: Theory & Applications was held during June 4-7, 2002 in Nara, Japan. It was organized by the Local Committee of MOPGP '02, and endorsed by the Pacific Optimization Research Activity Group (POP), the Institute of Systems, Control and Information Engineers (ISCIE) and Japan Society for Fuzzy Theory and Systems (SOFT). To our pleasure, 82 people from 17 countries and regions attended the conference, which consisted of 9 plenary talks and 69 contributed talks.

The Proceedings of MOPGP'02 will be published from Physica-Verlag by the late spring of 2003.

Please visit the following web page of the conference:

http://vanilla.eie.eng.osaka-u.ac.jp/mopgp02/

MOPGP is an international conference series devoted to multi-objective programming and goal programming (MOP/GP). This Conference is a forum within which researchers and practitioners can meet and learn from each other about recent development in MOP/GP. Amongst the participants are academics and practitioners whose common interest is in multi-objective decision analysis.

The first MOPGP Conference was held at the University of Portsmouth, United Kingdom, June, 1994. The second Conference was organized by University of Malaga, in Torremolinos, Spain, May, 1996. The third was held at the Universite Laval, Quebec City, Canada, May-June, 1998. The fourth was organized by University of Economics in Katowice and took place at Beskidy Mountains at the south of Poland, May-June, 2000. This time, the fifth took place in Nara, Japan.

We are indebted to all, in particular the members of the Conference Secretariat, for their managements and arrangements on the conference.
Moreover, we would like to thank the following different organizations which make helpful supports and endorsements for this conference: POP, ISCIE, SOFT, the Commemorative Association for the Japan World Exposition (1970), and Nara Convention Bureau.

Return to top of page


International conference on Applied Mathematics (Pshenichnyi conference)--- G. Chikrii and A. Chikrii

On 25-28 of June, 2002, the International Conference on Applied Mathematics, devoted to the memory of the prominent Ukrainian mathematician and cyberneticist academician of National Academy of Sciences of Ukraine Boris Nikolayevich Pshenichnyi (1937-2000), was held in Kyiv, Ukraine, at the main building of National Technical University "KPI". The conference was organized by the V.M. Glushkov Institute of Cybernetics NASU, National Technical University "KPI", and the Institute for Applied System Analysis of NASU and the Ministry of Science and Education of Ukraine. The Chair of International Program Committee was the academician of NANU I.V. Sergienko. The Co- chairs were the academicians of NASU M.Z. Zgurovskii and V.M. Kuntzevich. The corresponding member of National Organizing Committee A.A. Chikrii was the Chair of the National Organizing Committee.

The conference was dedicated to the topical problems of optimization, applied nonlinear analysis, mathematical theory of control, dynamic games, and various applications. The scientific program of the conference included 150 papers of about 240 scientists from 23 countries. Among them are such famous scholars as B. Mordukhovich (USA), A. Kurzhanski (Russia), B. Tikhomirov (Russia), A. Rubinov (Australia), A. Ioffe (Israel), J.-P. Penot (France), F. Imado (Japan), L. Lin (Taiwan), F. Kirillova (Belarus), N Shor (Ukraine). 51 foreign scientists, 64 from CLS and 122 Ukrainian scientists participated in the work of the conference (members of organizing committees, authors of papers, lectures, and survey papers for memorial volumes). Among them are 11 academicians, 8 corresponding members, and 75 professors.

The conference was carried on at the four sections: nonlinear analysis and necessary conditions for extremum, computational methods of optimization, mathematical theory of control and dynamic games, modeling and applications. 13 plenary lectures (45 min.) were delivered, a number of session presentations (20 min.) were made and poster papers (mainly of young scientists and postgraduates) were presented.

The working languages of the conference were English, Russian, Ukrainian.

Plenary lectures deserve special attention:

  1. A.G. Chentsov (Russia). THE PROGRAMMED ITERATION METHOD IN GAME CONTROL PROBLEMS
  2. A.A. Chikrii (Ukraine). INVERSE MINKOWSKI' FUNCTIONALS IN DYNAMIC GAMES OF PURSUIT
  3. F. Imado (Japan). SOME PRACTICAL APPROACHES TO PURSUIT-EVASION DYNAMIC GAMES
  4. Alexander Ioffe (Israel). ON METRIC THEORY OF METRIC REGULARITY
  5. B. Kurzhanski (Russia). ON THE PROBLEM OF NONLINEAR CONTROL SYNTHESIS AND REACHABILITY UNDER MEASUREMENT FEEDBACK
  6. V.M. Kuntsevich, A.V. Kuntsevich (Ukraine). ANALYSIS OF THE PURSUIT-EVASION PROCESS FOR MOVING PLANTS UNDER UNCERTAIN OBSERVATION ERRORS DEPENDENT ON STATES
  7. R.F. Gabasov, F.M. Kirillova and N.V. Balashevich (Belarus). SYNTHESIS OF OPTIMAL CONTROL SYSTEMS
  8. V.S. Melnik, M.Z. Zgurovsky (Ukraine). OPERATOR INCLUSIONS AND MULTIVARIATIONAL INEQUALITIES IN BANACH SPACES
  9. B. Mordukhovich (USA). NONCONVEX SEPARATION AND ITS APPLICATIONS TO OPTIMIZATION AND ECONOMICS
  10. J.-P. Penot (France). BEYOND CONVEXITY, BUT WITH REMINISCENCES
  11. A.M. Rubinov (Australia). NON-LINER LAGRANGE-TYPE FUNCTIONS IN CONSTRAINED OPTIMIZATION
  12. N.Z. Shor (Ukraine). SUBSTANTIATION OF CONVERGENCE FOR MONOTONE VARIANTS OF R-ALGORITHMS
  13. V.M. Tikhomirov (Russia). CONVEX ANALYSIS AND CONDITIONS FOR EXTREMUM IN THE THEORY OF EXTREMAL PROBLEM


Significant part of the results presented at the conference (more than 50 papers), has been and will be published in the memorial issues NN2-5, 2002, of the journal "Kibernetica i Sistemnyi Analiz", of which permanent member of Editorial Board B.N. Pshenichnyi had been.

Exchange of latest scientific results will make for the progress in the above-mentioned divisions of applied mathematics and will give an impact to new achievements. This event appeared as a unique opportunity for young scientists to communicate with the world experts doing research at the forefront of applied mathematics and informatics and forming its perspective.

Return to top of page


Last updated on 11:56 18 September 2002