| Jie Sun | |
| Luis Nunes Vicente | |
| Chris Burdzy, Peter Wolenski & Roxin Zhang | |
| Congratulations to P. Pardalos and M. Resende | |
| Enrique Zuazua | |
| Masao Fukushima | |
| Masao Fukushima and Shouyang Wang | |
| Phil Howlett | |
| Boris Mordukhovich | |
| Gui-Hua Lin, Xiaojun Chen and Masao Fukushima | |
| Alex Rubinov | |
| Dumitru Motreanu and V. Radulescu | |
| C.R. Bector, S. Chandra & J. Dutta | |
| Joydeep Dutta |
Our first interview can be viewed at attached pdf file by clicking here.
Included is a photograph of Jie and Terry.
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A second interview is contained in the journal of the International Center for Mathematics, Bulletin #12, June 12 2002 issue and can be found at the following link http://www.cs.math.ist.utl.pt/cim.www/.
If you have problems with the above link, go to
http://www.cs.math.ist.utl.pt/cim.www/
then press "Publications", then press "Bulletin", then press
"Number 12- June 2002".
The interview is approximately half way through the
bulletin.
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On Friday, May 9, 2003, the Mathematics Department of the University of Washington is hosting a banquet in celebration of Terry Rockafellar's 37 years of outstanding service to the University.
Further details on the banquet and arrangements for reservations can be located at the website
http://www.math.washington.edu/~burke/wcom/banquet.shtml
Terry has had a long and very illustrious career at the University of Washington. He received his Ph.D. in Mathematics from Harvard University in 1963. After spending two years at the University of Texas in Austin, Terry joined the University of Washington in 1966. He was quickly recognized as rising star in the fields of optimization, control, and convex analysis. In 1970 Princeton University Press published Terry's landmark text "Convex Analysis". It is difficult to overstate the impact that this book has had on the development convex analysis and optimization theory and practice. During his career Terry has published nearly 200 research articles and 7 books and monographs. His most recent book "Variational Analysis" co-authored with Roger Wets in 1997 was awarded the "Lanchester Prize" for the "best contribution to operations research and the management sciences published in English."
Terry's research contributions are well known and recognized. Over the years he has received many of the top national and international prizes in optimization and operations research. In 1982 he was co-recipient with Michael Powell of the first "Dantzig Prize" from SIAM and the Mathematical Programming Society. This is recognized as the top international prize in mathematical programming. In 1992 he received the "Von Neumann Prize" from SIAM. This is the top North American prize in Applied Mathematics. In 1999 he received the "John Von Neumann Theory Prize" from the Institute for Operations Research and Management Science. This is the top theory prize offered by INFORMS. Each of these three prizes are reserved for those who have made deep and innovative contributions that have had a far reaching and sustained impact over a period of many years. Terry has also been awarded honorary Doctorates from the University of Groningen (Netherlands), the University of Montpellier (France), the University of Chile, and the University of Alicante (Spain).
Among students Terry is recognized as a superb lecturer. His classes are always full, and his students are always engaged and enthusiastic. He has the most enviable ability to inspire in his students the excitement he feels for the subject at hand. During his time at the University he has supervised 21 Doctoral students and over 30 Masters students. He has also mentored numerous postdoctoral students who have come to Seattle to learn and work with him.
The occasion of this banquet is an opportunity to thank and honor our colleague, mentor, and friend for his inspiration, intellectual gifts, and many years of service to the University of Washington.
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West Coast Optimization Meeting at the University of Washington, Seattle, May 2003 held a R. TYRRELL ROCKAFELLAR FEST. A photographic record of the event was collated by Chris Burdzy, Peter Wolenski and Roxin Zhang, and can be viewed by clicking here.
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"Handbook of Applied Optimization", edited by P.M. Pardalos & M.G.C. Resende is named an AAP Outstanding Professional and Scholarly Title of 2002.
The Association of American Publishers' Professional/Scholarly Publishing (PSP) Division has singled out Handbook of Applied Optimization, co-edited by Panos M. Pardalos (Center for Applied Optimization, University of Florida, Gainesville) and Mauricio G. C. Resende (Internet and Network Systems Research Center, AT&T Labs Research, Florham Park) as an "Outstanding Professional and Scholarly Title of 2002" in the computer science category. The PSP Awards are given annually to acknowledge excellence in book, journal, and electronic publishing in all the disciplines represented by professional, scholarly, and reference publishing. Only two awards are presented in each category.
Panos and Mauricio were invited to edit this handbook by Oxford University Press, Inc., which published the book.
The handbook provides a broad spectrum of advances in applied optimization with a focus on the algorithmic and computational aspect of the field. Leading experts in applied optimization contributed to the volume, which is geared towards engineers, scientists, operations researchers, and other applications specialists who are looking for the most appropriate and recent optimization tools to solve particular problems. The book is divided into three main parts: algorithms, applications, and software. In the algorithms section, the important algorithms in the major fields of optimization are described.
The section on applications is designed to provide the practitioner with a description of the relevant optimization issues in a number of specific application areas. The authors include overview articles discussing broad problem types, such as scheduling, vehicle routing, network design, bin packing, inventory management, traveling salesman, satisfiability, location and assignment problems, as well as some examples of applied optimization in specific areas. These applications cover a broad spectrum of fields, such as transportation, agriculture, manufacturing, aerospace, telecommunications, energy, biology, finance, and the environment.
The tools of applied optimization are described in the software section, with an emphasis on practical details: how to implement and test optimization algorithms, how to use existing optimization packages and the Internet, and how to use modeling languages to build optimization systems.
For more on Handbook of Applied Optimization, visit:http://www.research.att.com/~mgcr/hao.html.
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This introductory article aims to summarize the brief history of the journal whilst presenting its aims, scope, current format and hopes to encourage potential subscribers.
To view the article click here.
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As announced in ORB Issue 8 (December 2002), a special issue for the Second Japanese-Sino Optimization Meeting (JSOM 2003), which was held in Kyoto, Japan, during September 25-27, 2002, has recently been published in Optimization Methods and Software (OMS), Volume 18, Number 2 (2003).
This is Part I of the special issue and contains eight papers. Part II containing another ten papers will subsequently be published in a forthcoming issue of the same journal.
The table of contents of Part I and the list of papers to be published in Part II are shown below.
Table of Contents
Optimization Methods and Software (OMS), Volume 18, Number 2
(2003)
Special Issue. The Second Japanese-Sino Optimization
Meeting,
September 25-27, 2002 (Kyoto, Japan). Part I
Guest Editors: Masao Fukushima and Ya-xiang Yuan
Y. Asahiro, M. Ishibashi and M. Yamashita
Independent and cooperative parallel search methods for the
generalized assignment problem
129-141
Shu-Cherng Fang and Liqun Qi
Manufacturing network flows: A generalized network flow model
for manufacturing process modeling
143-165
Satoru Fujishige
Submodular function minimization and related topics
167-180
Qiying Hu and Wuyi Yue
Optimal replacement of a system according to a semi-Markov
decision process in a semi-Markov environment
181-196
Hidefumi Kawasaki
Analysis of conjugate points for constant tridiagonal Hesse
matrices of a class of extremal problems
197-205
Satoko Moriguchi and Kazuo Murota
Capacity scaling algorithm for scalable M-convex submodular
flow problems
207-218
Siegfried Schaible and Jianming Shi
Fractional programming: The sum-of-ratios case
219-229
Akihisa Tamura
On convolution of L-convex functions
231-245
FORTHCOMING:
Alfred Auslender
Variational inequalities over the cone of semidefinite
positive symmetric matrices and over the lorentz cone
A. Beck and M. Teboulle
Convergence rate analysis and error bounds for projection
algorithms in convex feasibility problems
Jun-ya Gotoh, Nguyen Van Thoai and Yoshitsugu Yamamoto
Global optimization method for solving the minimum maximal
flow problem
Takayuki Ishizeki and Hiroshi Imai
Standard pairs for Lawrence-type matrices and their
applications to several Lawrence-type integer programs
Hiro Ito, Kazuhisa Makino, Kouji Arata, Shoji Honami,
Yuichiro Itatsu and Satoru Fujishige
Source location problem with flow requirements in directed
networks
Masafumi Ito and Ryuichi Hirabayashi
Computing test sets for integer programming
Gang Kou, Xiantao Liu, Yi Peng, Yong Shi, Morgan Wise and
Weixuan Xu
Multiple criteria linear programming approach to data mining:
Models, algorithm designs and software development
Y. Maruyama
Strong representation theorems for bitone sequential decision
processes
Makoto Yamashita, Katsuki Fujisawa and Masakazu Kojima
Implementation and evaluation of SDPA 6.0 (SemiDefinite
Programming Algorithm 6.0)
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The past two decades have witnessed tremendous research activities in optimization methods with applications to various areas of engineering. This special issue of Optimization and Engineering is intended to attract the top research work on nonlinear optimization methods with applications to engineering. It will present the state-of-the-art applications of nonlinear optimization techniques in engineering. Papers considered are in the broadest sense of engineering. We invite high quality papers that exemplify modeling, design, analysis, simulation, and applications of nonlinear optimization from an engineering perspective. This special issue is addressed to a large audience that includes both academia and industry. It will show recent developments in the field. Prospective authors are strongly encouraged to make their papers as accessible as possible to the wide variety of readers.
All papers will be rigorously refereed according to the standards of Optimization and Engineering. Papers should conform to the Instructions for Authors shown on the inside back of Optimization and Engineering (see http://www.cas.mcmaster.ca/~terlaky/OPTE/opte.html). Five hard copies should be submitted to: Kluwer Academic Publishers, Journals Editorial Office, 101 Philip Drive, Assinippi Park, Norwell, MA 02061, U.S.A. The cover letter must include the title of the special issue and the title of the journal. The deadline for submission is September 30, 2003, and the review of each submission will start as soon as it is received.
Guest Editors of the Special Issue :
Masao Fukushima
Department of Applied Mathematics and Physics
Graduate School of Informatics
Kyoto University
Kyoto 606-8501, Japan
Tel : 81-75-753-5519, Fax : 81-75-753-4756
Email: fuku@i.kyoto-u.ac.jp
Shouyang Wang
Institute of Systems Science
Chinese Academy of Sciences
Beijing 100080, China
Tel: 86-10-62651381, Fax: 86-10-62568364
Email: sywang@iss02.iss.ac.cn
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The report is available for viewing here
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Most of my recent work has been devoted to variational analysis, which is an exciting and fruitful area of modern mathematics that primary concerns optimization, equilibrium, and related problems.This area can be considered as an outgrowth of the classical calculus of variations, optimal control, and mathematical programming, where the focus is on optimization of functions relative to various constraints and on sensitivity/stability of optimization problems with respect to perturbations. On the other hand, variational analysis expands optimization, perturbation, and approximation ideas to solving a broad range of problems that may not be of a variational nature. Great interest to variational analysis and its applications has been dramatically increased in recent years after publishing the book [19], which provides a systematic exposition and thorough development of the key features of variational analysis in finite-dimensional spaces. Significant progress continues in both finite-dimensional and infinite-dimensional variational theories; the latter is less developed requiring certain new concepts and tools.
Since non smooth structures appear naturally and frequently in numerous aspects of analysis and optimization, constructions and techniques of generalized differentiation lie at the heart of variational analysis and its applications. I have been involved in the development and applications of robust non onvex-valued generalized differential constructions for non smooth objects starting with the mid-1970s. Nowadays these constructions have received much attention. In particular, the normal cone and sub differential introduced in [4] are adopted in [19,20] as the basic generalized differential tools of finite-dimensional variational analysis. In [7,13] one can find more information about the history and recent developments of these constructions in infinite dimensions.
The above constructions are defined in dual spaces being non convex, i.e., they cannot be polar to any tangential and directional derivative approximations, and hence cannot be studied by using conventional tools of convex analysis based on separation theorems. Nevertheless, they enjoy full robust calculus in both finite and infinite dimensions. This calculus, which is crucial for the theory and applications, is even better than for convex-valued/convexified counterparts as, e.g., for the Clarke normal cone and generalized gradient. The basic principle used to develop such a non convex analysis is the so-called extremal principle that provides appropriate necessary conditions for set extremality and can be viewed as a variational extension of the classical convex separation principle in non convex settings; see [7] for more details and references. I love this geometric dual-space approach to variational analysis and generalized differentiation and devote much of my energy (having great pleasure to collaborate with a number of nice people and strong mathematicians/applied scientists as well as with my graduate students) to develop the basic variational theory in both finite and infinite dimensions and to apply it to various problems in optimization, equilibrium, stability, optimal control for ordinary and distributed-parameter systems, feedback control design, mechanics, economics, etc. A survey of some results in these directions can be found in [7]; see also [1,2,3,5,6,8,9,10,11,15,14,16,17,18] for other applications and more recent developments.
The three papers are attached: survey [7] and two most recent preprints [11] and [17]. The first one [7] (see here) contains a survey on the extremal principle and its applications to generalized differential calculus, to problems of constrained optimization, and to non convex models of welfare economics. Paper [11] (see here) concerns first-order necessary optimality conditions for problems of minimizing non smooth functions under various constraints, including those of equilibrium type (called MPEC--mathematical programs with equilibrium constraints). We derive new optimality conditions of the two independent types: involving sub differentials of cost functions, which are more conventional for minimization, and super differentials (or sets of upper sub gradients) that are rather surprising for minimization problems. Finally, paper [17] (see here) deals with optimal control problems for dynamical systems governed by functional-differential inclusions of the so-called neutral type, which contain time-delays not only in state variables but also in velocity variables. Such systems are especially important for engineering and ecological applications being essentially different from ordinary and time-delayed control systems. The results obtained are actually the first in the literature that address well-posedness of discrete approximations and optimality conditions for neutral inclusions studied via advanced tools of variational analysis.
REFERENCES
1. M. Fabian and B. S. Mordukhovich, Separable reduction
and extremal principles in variational analysis,
Nonlinear Anal. vol.49 (2002), 265--292.
2. A. B. Levy and B. S. Mordukhovich, Coderivatives in
parametric optimization,
to appear in Math. Programming.
3. G. G. Malcolm and B. S. Mordukhovich, Pareto optimality
in non convex economies with infinite-dimensional commodity
spaces,
J. Global Optim. (Special Issue on Applications to Economics)
vol. 20 (2001), 323--370.
4. B. S. Mordukhovich, Maximum principle in the optimal
time control problem with non smooth constraints,
J. Appl. Math. Mech. vol. 40 (1976), 960--969.
5. B. S. Mordukhovich, Complete characterization of
openness, metric regularity, and Lipschitzian properties of
multifunctions,
Trans. Amer. Math. Soc. vol. 340 (1993), 1--35.
6. B. S. Mordukhovich, Discrete approximations and refined
Euler-Lagrange conditions for non convex differential
inclusions,
SIAM J. Control Optim., vol. 33, (1995), 882--915.
7. B. S. Mordukhovich, The
extremal principle and its applications to optimization and
economics, In: Optimization and Related Topics (A.
Rubinov and B. Glover, eds.),
Applied Optimization Vol. 47, pp. 343--369, Kluwer,
Dordrecht, 2001.
8. B. S. Mordukhovich, Coderivatives of set-valued
mappings: calculus and applications,
Nonlinear Anal., vol. 30 (1997), 3059--3070.
9. B. S. Mordukhovich, Calculus of second-order sub
differentials in infinite dimensions,
Control and Cybernetics}, vol. 31 (2002), 557--573.
10. B. S. Mordukhovich, Coderivative analysis of
variational systems,
to appear in J. Global Optim.
11. B. S. Mordukhovich, Subdifferential
and superdifferential optimality conditions in non smooth
minimization,
Research Report No 4 (2003), Dept. of Math., Wayne State
University.
12. B. S. Mordukhovich and J. V. Outrata, On second-order
subfifferentials and their applications,
SIAM J. Optim., vol. 12 (2001), 139--169.
13. B. S. Mordukhovich and Y. Shao, Non smooth sequential
analysis in Asplund spaces,
Trans. Amer. Math. Soc. vol. 348 (1996), 1235--1280.
14. B. S. Mordukhovich, J. S. Treiman and Q. J. Zhu, An
extended extremal principle with applications to
multiobjective optimization,
to appear in SIAM J. Optim.
15. B. S. Mordukhovich and R. Trubnik, Stability of
discrete approximations and necessary optimality conditions
for delay-differential inclusions,
Ann. Oper. Res., vol. 101 (2001), 149--170.
16. B. S. Mordukhovich and B. Wang, Necessary optimality
and suboptimality conditions via variational principles,
SIAM J. Control Optim., vol. 41 (2002), 623--640.
17. B. S. Mordukhovich and L. Wang, Optimal
control of neutral functional-differential
inclusions,
Research Report No 1 (2003), Dept. of Math., Wayne State
University.
18. B. S. Mordukhovich and K. Zhang, Minimax control of
parablic systems with Dirichlet boundary conditions and state
constraints,
Appl. Math. Optim. vol. 36 (1997), 323--360.
19. R. T. Rockafelar and R. J.-B. Wets, Variational
Analysis,
Springer, Berlin, 1998.
20. R. B. Vinter, Optimal Control,
Birkhauser, Boston, 2000.
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Recently a class of problems called Mathematical Programs with Equilibrium Constraints (MPEC) have drawn much attention in our community, and many interesting and significant results have been brought about.
To go one step further, we are currently working on the stochastic version of MPECs and have just completed the paper entitled "Smoothing Implicit Programming Approaches for Stochastic Mathematical Programs with Linear Complementarity Constraints", Technical Report 2003-006, Department of Applied Mathematics and Physics, Kyoto University (May, 2003) (See here).
This paper can also be downloaded from the webpage http://www.amp.i.kyoto-u.ac.jp/tecrep/index-e.html.
We hope that this work helps expand the domain of applications of MPECs.
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The Chinese Higher Education Strategic Initiative (CHESI) was recently announced by the Australian Government. The funding will enable Australian Universities to take part in a new Australian Government research program between Australia and China.
Eight Australian Universities were selected by application to take part in the program and they were awarded $AU 585,000
Among recipients were the University of Ballarat and Curtin University. CIAO (Centre for Applied Optimization, University of Ballarat) and WACEAO (Western Australian Centre of Excellence in Industrial Optimization, Curtin University ) received $161,000 for their joint project "Complex Industrial Optimization - Mathematical Modelling". The project involves cooperation with 8 leading Chinese institutions in the area of optimization (Beijing University, University of Science and Technology of China, Shanghai University, Chinese Academy of Sciences (Beijing), Fudan University, Chongqing Normal University and Hebei University). Some researchers and PhD students from Australia will visit China and 16 researchers and PhD students from China will visit Australia through one of the schemes: China-Ballarat-Perth-China or China-Perth-Ballarat-China. Some of these visits can be undertaken in the December 2004, in the time of next ICOTA conference, which will be held in Ballarat. An Australian-Chinese optimization workshop will also be held in Shanghai.
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The present monograph contains material representing research topics where the authors contributed. First, some modern non smooth critical point theories are presented, emphasizing the existence of critical points of nondifferentiable functionals. Special attention is payed to multiplicity results, possibly in problems with lack of compactness. Another part of the book is devoted to different boundary value problems. Specifically, the extremal solutions for initial boundary value problems of parabolic type involving Clarke's gradient are studied. Various classes of boundary value problems expressed by variational, hemivariational and variational-hemivariational inequalities are also discussed. In this respect, nonlinear eigenvalue problems are treated under the presence of a group of symmetries as well as non-symmetric perturbations of such problems. One discusses the related question of location of solutions. There are given existence results for first order evolution quasi-variational inequalities and nonlinear evolution equations as well as stability results for variational inequalities. Finally, a variational approach arising in the theory of minimal surfaces is developed without making use of Palais-Smale condition. A significant feature of this book is the interplay between variational and non-variational methods. The abstract results are illustrated by applications to nonlinear analysis, partial differential equations, optimization and mechanics.
The website's address is
http://www.wkap.nl/prod/b/1-4020-1385-X
For the table of contents see here:
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To be Published by Narosa Publication, New Delhi, India and Alpha-Series U.K.
This book is a concise account of the fundamental principles of optimization theory blended in a judicious way with current research. Using the powerful language of convex analysis it helps the reader to probe into such advanced topics like Non-smooth Optimization and Conjugate Duality. The now traditional area of differentiable optimization has been revisited and many new insights have been provided by presenting very recent research in this area. Deviating from the usual style, the book follows a more conversational approach in order to motivate the reader to comprehend many finer aspects of the subject. Exercises and problems are provided throughout the book to help the reader in gaining a firm foundation of the subject. Though primarily aimed at Pre-Ph.D./M.Phil/M.Sc. students of Mathematics/ Statistics/Operations Research, the book may be however profitably used by motivated students of others areas like Electrical Engineering/Computer Science and Engineering/Management Science.
The book will be published by Narosa Publication, New Delhi, India and Alpha-Series U.K.
For the Table of Contents see here.
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Dr Joydeep Dutta spent 1.5 years in Spain as a postdoctoral fellow at University Autonoma in Barcelona. After comimg from Spain, he had joined the Indian Institute of Technology, Kharagpur on the 20th of June 2002 as an Assistant Professor of Mathematics and then moved on to the Indian Institute of Technology, Kanpur on the 27th of December 2002, where he is currently an Assistant Professor in the Department of Mathematics.
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