ORB Issue 6, June 2002

New Address for ORB Newsletter--- A. Rubinov

The ORB has a new web address now: http://www.ballarat.edu.au/itms/orb/index.html

Welcome to the new Committee Members --- A. Rubinov

Before we begin I must thank Eva Yiu.

Eva Yiu prepared 5 issues of ORB and partly this issue. ORB committee very thankful Eva for her excellent job.

Gongyun Zhao has a position at Depatment of Mathematics of National University of Singapore. He got his PhD in Applied Mathematics from University of Wurzburg, Germany more than 10 years ago. His scientific interests are described in his excellent report "Optimization people in Singapore". The reader can find this report at the current issue of ORB.

S.C Lalitha is a reader of Department of Mathematics at Rajdhani College, University of Delhi. She got her Ph.D. in 1996 from University of Delhi. She is a member of The Mathematical Programming Group of Delhi. Her excellent article about this group is included in this issue of ORB. The fields of her scientific interest are: Generalized Convexity and Monotonicity, Nonsmooth Optimization, Variational Inequality Problems, Set-Valued Optimization.

Nguyen Xuan Tan is a Professor at the Institute of Mathematics, Hanoi, Vietnam. He got his PhD from the Mathematics Institute, Academy of Sciences, Berlin in 1987 He was a visiting professor at many institutions in Germany, USA and other countries. His research fields include Functional Analysis, Global Analysis, Bifurcation Theory, Partial Differential Equations.

Graeme Cowling is a Software Technical Support Officer and WebMaster with School of Information Technology and Mathematical Sciences, University of Ballarat. His role includes maintaining Computing equipment and software within the school. He received his BSc and Grad Dip Ed from Monash University 1972 and subsequently undertook postgraduate studies in Computer Networking, Bio Inorganic Chemistry and Management.

Graeme has agreed to provide the technical support for ORB and be providing editing to some materials for ORB. He can be contacted via email:g.cowling@ballarat.edu.au

Interview with Jon Borwein --- A. Rubinov

Personal Interview --- Jonathan Borwein
**********************************
Interviewee: Jonathan Borwein
Interviewer: Alex Rubinov
Interview Date: April 2002
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My full CV is at http://www.cecm.sfu.ca/personal/jborwein/CV/

Name: Jonathan Michael Borwein

Email: jborwein@cecm.sfu.ca

Date of Birth: May 20, 1951

Place of Birth: St. Andrews, Scotland

Citizenship: Canadian and British

Marital Status: Married (three children)

Home Address: 7324 Braeside Drive, Burnaby BC V5A 1G1

Work Address: CECM, Simon Fraser University, Burnaby BC V5A 1S6

My highest degree, awarding institution and year is a D.Phil, Jesus College. Oxford, 1974.

I have written roughly 225 papers, 45 proceedings article, and 10 books (written or edited). Two are with software. About 50% are in optimization or related fields.

My research interests: Optimization, nonlinear functional analysis, computational analysis and number theory, experimental mathematics, advanced collaborative environments.

Some of my most representative papers are:

* J.M. Borwein and P.B. Borwein, ``Challenges for Mathematical Computing," Computing in Science & Engineering, (Invited) May/June 3 (2001), 48-53. [CECM Preprint 00:160].

* J.M. Borwein, D. M. Bradley, D. J. Broadhurst and P. Lisonek, ``Special values of multidimensional polylogarithms,'' Trans. Amer. Math. Soc., 353 (2001), 907-941. [CECM Research Report 98:106]

* J.M. Borwein and W.B. Moors, ``Null sets and essentially smooth Lipschitz functions,'' SIAM J. Optimization, 8 (1998), 309-323.

* J.M. Borwein and D.M. Bradley, ``Empirically determined ApŽry-like formulae for zeta(4n+3),'' Experimental Mathematics, 6 (1997), 181-194.

* H.H. Bauschke and J.M. Borwein, ``On projection algorithms for solving convex feasibility problems,'' SIAM Review, 38 (1996), 367-426.

* J.M. Borwein and D. Noll, ``Second order differentiability of convex functions in Banach spaces,'' Trans. Amer. Math. Soc., 342 (1994), 43-82.

* J.M. Borwein and A.S. Lewis, ``Partially-finite convex programming in L1: entropy maximization,'' SIAM J. Optimization, 3 (1993), 248--267.

* J.M. Borwein, P.B. Borwein, and D.A. Bailey, ``Ramanujan, modular equations and pi or how to compute a billion digits of pi,'' MAA Monthly, 96 (1989), 201-219. Reprinted in Organic Mathematics Proceedings, www.cecm.sfu.ca/organics 1996, with print version: CMS/AMS Conference Proceedings, 20 (1997), ISSN:0731-1036.

* J.M. Borwein and D. Preiss, ``A smooth variational principle with applications to subdifferentiability and to differentiability of convex functions,'' Trans. Amer. Math. Soc., 303 (1987), 517-527.

* J.M. Borwein, ``Stability and regular points of inequality systems,'' in: Fourth Symposium on nonlinear programming with data perturbations, Journal of Optimization Theory and Applications, 48 (1986), 9-52.

* J.M. Borwein, ``Continuity and differentiability properties of convex operators,'' Proc. London Math. Soc., 44 (1982), 420-444.

* `Proper efficient points for maximizations with respect to cones", SIAM J. Control Optim., 15 (1977), 57-63.

And books

* J.M. Borwein and A.S. Lewis, Convex Analysis and Nonlinear Optimization. Theory and Examples, CMS (Canadian Mathematical Society) Books in Mathematics, Volume 3, Springer-Verlag, New York, May 2000, ISBN: 0-387-98940-4, (273 pages).

* E.J. Borowski and J.M. Borwein, Dictionary of Mathematics, 675 and xiv pp (Collins, Glasgow, 1989, reprinted 1989,91; US editions Harper Collins, 1991 ISBN 006-4610-195. UnwinHyman Edition 1999, ISBN 0261 67198-7. Second revised edition (11th printing) May 2002. Foreign editions: Chinese (Owl Publishing) 1995, ISBN 957-0337-14-1. Indonesian (Erlanga Penerbit) signed 1995. Italian (Gremese Editore) 1995, ISBN 88-7605-813-3. Arabic (Academia International) 1991. Interactive CD version, January 1997 (http://www.mathresources.com) (MathResource: Awarded 1997 Eddie for best post-secondary reference software, by Education Software Review. ISBN: 3-540-14650-4, Springer-Verlag. School version: MathProbe Media&Methods 1998 Awards Portfolio winner. LetsDoMath, 2000 &Learning Award Winner. Related software is at www.mathresources.com and www.letsdomath.com))

* J.M. Borwein and P. B. Borwein, Pi and the AGM: A Study in Analytic Number Theory and Computational Complexity, 414 and xv pp. (John Wiley, New York, 1987, reprinted 1988, 1996, Chinese edition 1995, paperback 1998: ISBN 0-471-31515-X.)

Q. Please describe your major contributions in optimization. Some are

i. Proximal normal formulae, tangency and smooth variational principles (1980-1990)

ii. Differentiability of convex, Lipschitz and other functions (1980-)

iii. Detailed theory of maximum entropy methods (1990- )

iv. Theory and application of projection methods for convex feasibility problems (1990- )

v. Study of regularity of Lipschitz systems of inequalities (1980-90)

vi. Multi-criteria optimizations (1975-85)

A. I have graduated Six PhD students so far (and many PDFS): Doug Ward, Halina Strojwas, Deming Zhuang, Wendy Huang, Heinz Bauschke, Sean Wang.

The most important recent developments in the optimization branch(s) I work in, as a sample, I list the "Karmarkar revolution", the marriage of theory and practice in many areas, semi-definite programming and spectral optimization theory. In experimental and computational math, I would add effective Integer Relation Algorithms (combinatorial optimization at the service of analysis).

Q. What are the most interesting unsolved problems in the optimization branch you are working on?

A. * Theory of non-convex projection methods for inverse problems such as phase reconstruction.

* Effective parallel implementations for various classes of inverse problems.

* Many open questions relating to differentiability of Lipschitz and directionally Lipschitz functions taking range off the line.

Q. "You are the director of Centre for Experimental and Constructive Mathematics. What does it mean experimental mathematics?" I quote from our preamble:

"At CECM we are interested in developing methods for exploiting mathematical computation as a tool in the development of mathematical intuition, in hypotheses building, in the generation of symbolically assisted proofs, and in the construction of a flexible computer environment in which researchers and research students can undertake such research. That is, in doing 'Experimental Mathematics'."

A. In my new CoLab (www.colab.math.ca) I specifically explore issues regarding the use of advance collaborative environments - to allow scientists to really work at a distance.

Q. "You have written the paper "Aesthetics for the Working Mathematician". Could you please present some main ideas from this paper?" The paper begins (more or less)

"Most research mathematicians neither think deeply about nor are terribly concerned about either pedagogy or the philosophy of mathematics. Nonetheless, as I hope to indicate, aesthetic notions have always permeated (pure and applied) mathematics. And the top researchers have always been driven by an aesthetic imperative:

We all believe that mathematics is an art. The author of a book, the lecturer in a classroom tries to convey the structural beauty of mathematics to his readers, to his listeners. In this attempt, he must always fail. Mathematics is logical to be sure, each conclusion is drawn from previously derived statements. Yet the whole of it, the real piece of art, is not linear; worse than that, its perception should be instantaneous. We have all experienced on some rare occasions the feeling of elation in realizing that we have enabled our listeners to see at a moment's glance the whole architecture and all its ramifications.'' Emil Artin, 1898-1962)

A. I similarly argue for aesthetics before utility. Through a suite of examples, I illustrate how and what that means at the research mine face. I also argue that the opportunities to tie research and teaching to aesthetics are almost boundless -- at all levels of the curriculum. This is in part due to the increasing power and sophistication of visualization, geometry, algebra and other mathematical software. Moreover, utility is bankrupt as a rational for teaching school math"

Q. My hobbies? A. Swimming, politics, music (appreciation only), travel.

Some Photographs of Jon Borwein--- A. Rubinov

Some choices are:

http://www.cecm.sfu.ca/personal/jborwein/Photos/photos.html(1999)

or

http://www.cecm.sfu.ca/personal/jborwein/GIFS/jon_baudelaire.jpg

or

http://www.cecm.sfu.ca/personal/jborwein/CV/CV.html(2001)

Some words on Jon Borwein --- J. Giles

Jonathan Michael Borwein is currently Canada Research Chair in Information Technology, Shrum Professor of Science in the Department of Mathematics, and Director of the Centre for Experimental and Constructive Mathematics at Simon Fraser University, B.C. Canada and was President of the Canadian Mathematical Society(2000-2002).

Jon was born in St Andrews, Scotland in 1951 but did his schooling in Canada where his father, David had taken the Chair in Mathematics at the University of Western Ontario. He graduated with a bachelor's degree with honours in 1971 at the University of Western Ontario. He then attended Oxford University, as an Ontario Rhodes Scholar, obtaining a master's degree in 1972 with a thesis on nonlinear functional analysis and a doctoral degree in 1974 with a thesis on optimization

I first met Jon at Dalhousie University NS, Canada in 1977 where he had taken his first academic post as assistant professor. He became full professor there from 1984. I was greatly impressed by his energy and enthusiasm and wide knowledge. We were to work together in 1986 when we were both on study leave at the Centre de Recherches Mathematiques at the University of Montreal. I had been exploring the Michel-Penot subdifferential, but Jon knew the literature so well. We shared an office and I would go home of an evening worn out trying to keep up with him. I remember asking him a question about tangent cones and he gave me an off the cuff lecture that I predicted would take me six months to master. It was during this period at CRM that Jon and David Preiss proved the famous Borwein-Preiss Smooth Variational Principle [ Trans. Amer. Math. Soc., vol. 303 (1987), pp. 517--527].

Jon spent five months on an ARGC Fellowship at my university in 1988. It was there that he was asked to referee the famous Preiss paper on the differentiability of Lipschitz functions. He organised a week long seminar session going through each detail. The editors of the Journal of Functional Analysis wrote that they had never had such a thorough refereeing job done.

In 1991, Jon moved to the Combinatorics and Optimization Department in Waterloo, and in 1993 his present position at Simon Fraser University. I spent three months at CECM in 1994. It was amazing to watch him in his laboratory. He was like a master chess player involved in several games at the same time. He is always ready to get involved with new problems. At that time Scott Sciffer and Warren Moors were with me; both became involved in collaboration with Jon and Warren Moors began a research scholarship at CECM which has led to long term collaboration.

Jon has had visiting appointments at many universities, and spent two years on permanent faculty at Carnegie-Mellon (1980-82) and Waterloo (1991-93). On two occasions he was professeur invite at the University of Limoges. In 1999 he was awarded a Doctorat Honoris Cause from that University and a special issue of CMS Conference Proceedings vol. 27 (2000) on Constructive, Experimental and Nonlinear Analysis was produced in his honour.

Although I have been especially interested in Jon's research areas of nonlinear functional analysis, nonsmooth analysis and optimization, he has an influential collaboration with his brother Peter on number theory. In 1987 Jon and Peter published "Pi and the AGM" with John Wiley which sold over 2000 copies. In 1988 the article "Ramanujan and P" which appeared in the Scientific American was reprinted in many other journals. In 1989 the Chauvenet Prize of the MAA for an Ôoutstanding survey or expository mathematics paperÕ was awarded to the two Borweins and D.H. Bailey for their paper [ MAA Monthly, vol. 96 (1989), pp. 201--209].

With his long term collaborator on optimization, Adrian Lewis, Jon has published "Convex analysis and nonlinear optimization" No.3 in CMS Books in Mathematics, Springer 2000, a pace-setter for graduate students making headway in that area.

There is a worldwide community of scholars who have worked in collaboration with Jon, in Europe, America and Australia. He has supervised a number of graduate students who have become his collaborators in publication. He has published over 250-refereed papers in professional journals. He is a great encourager and is one of the few mathematicians with a knowledge and mastery of such a wide area.

A Brief Sketch of Jonathan M. Borwein --- Adrian Lewis

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A BRIEF SKETCH OF JONATHAN M. BORWEIN.................... Adrian Lewis
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Jonathan Borwein is one of the outstanding Canadian mathematicians of his generation. His mathematical contributions encompass an extraordinary range of classical, computational, and modern analysis, enriched by his more recent role as a champion of innovative collaborative and computational environments for the mathematical sciences. He has been an energetic expositor and advocate of mathematics, and a hugely influential voice over the last couple of decades in the Canadian and broader scientific community.

After a Rhodes Scholarship at Oxford, Jon has held faculty positions at Dalhousie, Carnegie-Mellon, Waterloo, and, since 1993, Simon Fraser University in British Columbia, Canada, where he has been Gordon M. Shrum Professor of Science and now holds a Canada Research Chair in Information Technology. On his arrival at SFU he founded the Centre for Experimental and Constructive Mathematics, which he has directed ever since.

Jon has been the recipient of many honours, including a Senior Killam Fellowship, a Coxeter-James Lectureship, an APICS Gold Medal, a British Columbia "Academic of the Year" award, and an honorary doctorate from Limoges. He has been elected Fellows of the Royal Society of Canada and of the American Association for the Advancement of Science.

Within the broader community, Jon has been an energetic champion of the mathematical and computational sciences. He has served and chaired a wide range of committees, panels and boards, for NATO, the International Mathematical Union, the National Research Council of Canada, and Canada's national high-performance computing network. He serves on several editorial boards, including the Proceedings of the American Mathematical Society, and he is the current President of the Canadian Mathematical Society.

As a mathematical researcher, Jon has been a pioneer of "nonsmooth analysis", the study of differential and optimization-theroretic aspects of nondifferentiable functions. He very quickly realized the significance of regularity techniques and proximal analysis, developing elegant and powerful general theories. One of Jon's most celebrated accomplishments is the "Borwein-Preiss Smooth Variational Principle" (1987), which rapidly became a crucial unifying idea in nonsmooth analysis.

Computational number theory has been another area of intense interest, resulting in many beautiful expository works. With his brother Peter, Jon wrote a Scientific American article "Ramanujan and Pi" (1987), and a widely-praised book (one of eight he has authored or edited) "Pi and the AGM" (1987), among many other pieces. He has received both the Chauvenet and Hasse prizes for expository writing from the Mathematical Association of America, and the interactive version of his Dictionary of Mathematics (with E.J. Borowski) is also award-winning. He was recently recognized as one of the 250 most cited mathematicians over the last two decades.

Jon has been an exciting and hugely energetic personality on the Canadian and world mathematical stage for many years: his friends and colleagues look forward to yet more to come.

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A Short Piece on Jon Borwein"--- Michel Thera

JONATHAN M. BORWEIN ---------- Michel Thera

Jonathan Borwein is one of the most accomplished Canadian scientist of his generation who I very much admire. He is a prolific and original researcher working on questions covering a broad range of mathematics. They include problems in computational and modern analysis such as computational number theory, experimental mathematics, geometric functional analysis, nonsmooth analysis and optimization.

Jonathan originally went to Oxford to study pure functional analysis but quickly moved to more applied optimization topics. He returned from Oxford to Dalhousie University in 1974 and came under the wing of Michael Edelstein at Dalhousie. He moved to Carnegie-Mellon in the early eighties where he was lucky enough to work with many exciting operations researchers and mathematical economists including Dick Duffin who also had trained John Nash, Raul Bott and Hans Weinberger amongst others. The problems of teaching large classes of management science and business students (at Carnegie-Mellon and after returning to Dalhousie in 1982) provided the impetus for his first involvement with computer-assisted mathematics.

After Carnegie Mellon, Jonathan moved to Waterloo in 1991, on the premise that there was a massive change taking place in mathematics. Since 1993, Jonathan has overseen the Centre for Experimental and Constructive Mathematics at Simon Fraser University where he was first the Shrum Professor of Science and now holds a Canada Research Chair in Information Technology --- with a focus of advanced collaborative technologies.

Of the work I know best, Jonathan Borwein has made major contributions, partly with collaborators, to the area of nonsmooth analysis and optimization. With David Preiss, he has proved the so-called Borwein-Preiss Smooth Variational Principle. This important result allows mathematicians to apply classical techniques from Newtonian calculus in situations where the objects involved are highly non-differentiable and traditionally viewed as quite unruly. It has certainly helped open up the area of nonsmooth analysis to a subsequent fruitful flowering.

As I recalled before, in the early eighties, he understood the role of computers in mathematical research and became an early exponent of a growing field now called ÒExperimental MathematicsÓ. He has been mostly centrally concerned with using the computer as an aid to insight contradicting Picasso who one day said, ÒComputers are useless, they can only give you answersÓ. At John Todd's suggestion he had begun to explore Ramanujan's work on Pi by heavily using an early version of Maple so that with his brother Peter they could check Ramanujan's assertions before trying to prove them.

The tools developed in CECM allowed Bailey, his brother Peter and Plouffe (1996), to discover (by computer) a series for Pi, which allows one to compute hexadecimal digits of Pi without computing prior digits. This was totally counter-intuitive. During a 1996 study of Riemann's zeta function David Bradley and Jonathan discovered a marvelous finite sum formula. When the famous Hungarian Mathematician Paul Erdos, was told about this formula, shortly before his death, he said that he did not know how to prove it but if proven it would have implications for Apery's famous 1976 result that zeta (3) is irrational. Almkvist and Granville recently proved this identity.

Jonathan has been the recipient of many honors, including a Senior Killam Fellowship, a Coxeter-James Lectureship, an APICS Gold Medal, and a British Columbia "Academic of the Year' award. He has been elected a Fellow of the Royal Society of Canada and of the American Association for the Advancement of Science.

He has served and chaired different committees, panels and boards, for NATO, the International Mathematical Union, the National Research Council of Canada, and Canada's national high-performance computing network, and was President of the Canadian Mathematical Society from 2000-2002. He serves on a dozen editorial boards, including the Proceedings of the American Mathematical Society and Experimental Mathematics.

In addition to this original research, partly with co-authors, Jon has found time to write several influential monographs in his areas of interest (including some in number theory) and among this prolific production I would mention his beautiful book with Adrian Lewis on convex analysis and nonsmooth optimization, which contains so many challenging exercises. This book is clearly destined to become a classic.

Moreover, Jonathan Borwein has been a successful ambassador for mathematics, helping open up our world to a broader audience by means of his popular articles such ÒRamanujan and PiÓ (1987) in the Scientific American and has received both the Chauvenet and Hasse prizes for expository writing from the Mathematical Association of America.

I met him for the first time in Mannheim in 1978 where we were invited by Werner Oettli (another close friend, who recently died). I am very glad to have been able during these 24 years to have continuously mathematical connections with him and now as he is currently President of the Canadian Mathematical Society to develop a joint project with my society for the summer 2004. Finally, I was proud that in 1999 he obtained an honorary doctorate from the University of Limoges.

Michel Thera,
President of the French Applied and Industrial Society.
Limoges, June 12, 2002

New Book: Combined Relaxation Methods For Variational Inequalities--- S.Schaible

Konnov, I., Kazan University, Kazan, Russia

Combined Relaxation Methods for Variational Inequalities

2001. XI, 181 pp. Softcover
ISBN 3-540-67999-5
Recommended Retail Price: EUR 36,95 *

Variational inequalities prove to be a very useful tool for investigating and solving various equilibrium-type problems arising in Economics, Operations Research, Transportation and Mathematical Physics, for example. Moreover many general problems in Nonlinear Analysis can be studied in this unifying framework. The research monograph is devoted to a new general approach to constructing solution methods for variational inequalities, which is called the combined relaxation approach. Varying the rules for choosing the parameters and auxiliary procedures, one can obtain a number of algorithms within this framework. The approach is rather flexible and allows the construction of various methods for both single-valued and multi-valued variational inequalities, including nonlinear constrained problems. Another valuable feature of combined relaxation methods is that they converge under rather mild assumptions which are weaker than pseudomonotonicity for example. Combined relaxation methods are compared with existing methods, both theoretically as well as computationally. The monograph contains many of the author’s own results. It emphasizes the solution of variational inequalities under generalized monotonicity.

Keywords: Variational Inequalities, Combined Relaxation Methods, Generalized Monotone Maps

Series: Lecture Notes in Economics and Mathematical Systems. VOL. 495

URL of this book:
http://www.springer.de/cgi-bin/search_book.pl?isbn=3-540-67999-5

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New Book: Generalized Convexity --- S.Schaible

Hadjisavvas, N., University of the Aegean, Karlovassi, Samos, Greece; Martinez-Legaz, J.E., Universitat Autonoma de Barcelona, Bellaterra, Spain; Penot, J.-P., Universite de Pau, France (Eds.)

Generalized Convexity and Generalized Monotonicity

Proceedings of the 6th International Symposium on Generalized Convexity/Monotonicity, Samos, September 1999

2001. IX, 410 pp. Softcover
ISBN 3-540-41806-7
Springer-Verlag Berlin Heidelberg New York
Recommended Retail Price: EUR 59,95

Various generalizations of convex functions have been introduced in areas such as mathematical programming, economics, management science, engineering, stochastics and applied sciences, for example. Such functions preserve one or more properties of convex functions and give rise to models which are more adaptable to real-world situations than convex models. Similarly, generalizations of monotone maps have been studied recently. A growing literature of this interdisciplinary field has appeared, and a number of international meetings has included entire session clusters on generalized convexity and generalized monotonicity, especially in the Asia-Pacific region.

The present book contains a selection of refereed papers presented at the 6th International Symposium on Generalized Convexity/Monotonicity, and aims to review the latest developments in the field. The volume contains the following invited papers: “Minimization of the sum of several linear fractional functions” (H.Konno), “Discrete higher order convex functions and their applications” (A.Prekopa), and “Cuts and semidefinite relaxations for nonconvex quadratic problems” (Y.Yajima, M.V.Ramana and P.M.Pardalos). In addition twenty-five contributed papers are included in these proceedings. For the complete program of this conference as well as information on the upcoming 7th International Symposium on Generalized Convexity/Monotonicity at the Hanoi Institute of Mathematics, Hanoi, Vietnam on August 27-31, 2002 see the web page of the Working Group on Generalized Convexity http://www.genconv.org.

Series: Lecture Notes in Economics and Mathematical Systems. VOL. 502

URL of this book:
http://www.springer.de/cgi-bin/search_book.pl?isbn=3-540-41806-7

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Award to Shu-Cherng Fang --- Liqun Qi

Shu-Cherng will receive this year's Fellow Award of the Institute of Industrial Engineers on May 20 in Florida.

Congratulations and best wishes!

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Xiaojun Chen, Tetsuro Yamamoto and Yinyu Ye --- Liqun Qi

April 1 is the day in Japan when the academics move their posts. On that day, Xiaojun took a professor position in Hirosaki University. Xiaojun moved from Shimane University to Hirosaki University.

On the same day, Xiaojun's former Ph.D. supervisor, Professor Tetsuro Yamamoto retired from Ehime University, where he has served for many years as professor, dean, etc, and moved to Waseda University, which is one of the most well-known private universities in Japan.

By chance, on the same day or around, Yinye Ye, moved from Iowa University to Stanford University, which is one of the most well-known private universities in
the world, where he received his Ph.D. degree. Yinye and Xiaojun have co-authored papers in smoothing methods for complementarity and variational inequality problems.

Wish them to make further achievements in their new posts.

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10th Anniversary of "Optimization Methods and Software" (OMS)--- Yuri Evtushenko,
Oleg Burdakov, Masao Fukushima, Florian Jarre, Florian Potra, Tamas Terlaky

This is the editorial paper, which have appeared in OPTIMIZATION METHODS AND SOFTWARE, Vol. 17 (2002), No 1.

(The pdf file for this paper with diagrams can be found here.)

This issue is a special one, because it appears for the first time with the logo of our new publisher, Taylor & Francis. Moreover, it begins our publications in the year, when Optimization Methods and Software(OMS) observes its 10th anniversary. Therefore, we find it relevant to review here our achievements and to outline prospects.

During the past ten years, we published 270 papers. The high quality of these publications and the growing importance of OMS can be evaluated by its high impact factor which, according to ISI Journal Citation Reports of 2001, is growing rapidly as follows:

-----------------------------------------------
Year : 1997 1998 1999 2000
Impact Factor: 0.118 0.160 0.377 0.700
-----------------------------------------------

We are proud at OMS to reach the level of the most established journals on optimization.

The publication of the special issue (Volumes 11&12) on interior point methods with software on supplemented CD was a valuable addition to collections of literature on optimization. The same refers to the special issues dedicated to the birthdays of Charles Broyden, Naum Shor, Masao Iri and Laurence Dixon. The paper "The PATH solver: a nonmonotone stabilization scheme for mixed complementarity problems" by Steven Dirkse and Michael Ferris (Volume 5, pp. 123-156) is a good example of our high quality publications. It was awarded the 1997 Beale--Orchard-Hays Prize, which honors the best paper or book on computational mathematical programming every three years.

To celebrate the 10th anniversary of OMS, a conference on Optimization Methods and Software is organized in December 15-18, 2002, in Hangzhou, China. This conference aims to review and discuss recent advances and promising research trends in optimization theory, methods, applications and software developing. One can find the 1st announcement at the end of this issue. One can see also that the list of invited speakers and scientific committee members is composed of internationally highly esteemed researchers in various areas of optimization.

By the end of this year, we plan to publish a special 10th anniversary issue of OMS. A special issue on stochastic programming will appear soon.

We are pinning our hopes on the new publisher, who has demonstrated its strong willingness to have OMS staying among its most prosperous journals. As an example, we should mention its pricing policy, which is aimed on reducing gradually the journal prices to the level affordable to a wider range of academic libraries. In evidence of this, we suggest to compare the institutional subscription prices $2601 and $1951 for the years 2001 and 2002, respectively, and to take into account the increased total number of journal pages to be published by this year.

OMS will be printed bimonthly with this issue. It's electronic version will be free online for 6 months after the publication of the first issue of volume 17.

With this issue of OMS we note several important changes to the editorial board. After about ten years of fine service, Anant V. Balakrishnan has decided to step out of his very active role as a board member. Moreover, Jaroslav Dolezal, Vitalij G. Zhadan, Ivan I. Eremin, Anatoli I. Propoi and Feodor P. Vasilyev come to the end of their terms as board members. They have served OMS long and well. We would like to take this opportunity to thank all of them for their valuable
contribution to the editorial work.

We welcome the following new board members: Laurent El Ghaoui of the University of California at Berkeley (Berkeley, USA), Michal Kocvara of the University of
Erlangen-Nuremberg (Erlangen, Germany), Alexander V. Lotov of the Russian Academy of Sciences (Moscow, Russia), Alex M. Rubinov of the University of Ballarat (Victoria, Australia), and Michael V. Solodov of Instituto de Matematica Pura e Aplicada (Rio de Janeiro, Brazil).

We are pleased to congratulate Andreas Griewank, who was awarded the Max-Planck Research Prize 2001 for international cooperation in the area of Mathematics and Computer Science. He is a leading researcher in the field of automatic differentiation. Andreas Griewank was the first Regional Editor of OMS for Americas and has been on the editorial board ever since.

We are pleased also to congratulate Panos Pardalos, who received the National Award of the Hellenic Operational Research Society for the year 2001. This award is the highest distinction that the Society provides once a year to a Greek operational researcher, and it is accompanied by a Diploma and Gold Medal. We highly appreciate his valuable contribution as OMS Book Review Editor and as a leading expert on global optimization.

Taking this opportunity, we would like to express our warmest greetings and congratulations to our board members Hubert Schwetlick and Jochem Zowe on their recent 60th birthdays. Their life-long devotion to science, their personal qualities have set an example to the coming generations. We would like to express to them very good wishes of personal well-being and further success in scientific work.

Dear Readers and Authors of OMS, let us thank you for your continuing support to our journal, which is strengthening the position of OMS as an acknowledged forum in optimization methods and software research. We shall be pleased to see you at the conference on OMS in China. Join OMS in celebrating 10 years of service to the optimization community!

Yuri Evtushenko, Editor-in-Chief
Oleg Burdakov, Managing Editor
Masao Fukushima, Regional Editor for Asia and Pacifics
Florian Jarre, Regional Editor for Europe
Florian Potra, Regional Editor for Americas
Tamas Terlaky, Software Editor

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Advanced Software for Nonlinear Systems Modeling and Optimization--- János D. Pintér

Abstract

This paper presents a brief review of several professional software products that all serve to solve nonlinear (specifically including global) optimization problems using different hardware and software platforms.

The products discussed are LGO (as a stand-alone modeling and solver environment), its Excel Solver-specific implementation, and MathOptimizer (designed for Mathematica users). The discussion is broadened by pointers to general motivation and to the main solution philosophy followed. A list of references (including Web links) serves to assist the Reader's further orientation.

You can download this paper here

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Operations Research and Decision Sciences (OR&DS) Group at Queensland University of Technology (Australia) --- Erhan Kozan

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Optimization and game theory in electricity markets --- E. Andersen and H. Xu

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Call for papers: Mathematics in Industry --- Santosh Kumar

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Second and Final Call For Papers --- Houyuan Jiang

==========================================
SECOND AND FINAL CALL FOR PAPERS
(We apologize for possible multiple postings)
==========================================

Staff Scheduling and Rostering: Theory and Applications
(http://www.cmis.csiro.au/or/annals_rostering.htm)

A special issue of Annals of Operations Research
(http://www.baltzer.nl/journalhome.htm/0254-5330).

AIM

The principal aim of this issue is to report recent advances of theory and applications and to provide comprehensive reviews in the area of staff scheduling and rostering.

A NOTE ON NOMENCLATURE

The terms staff scheduling and rostering are both used in the literature to refer to the processes involved in linking staff to duties. Which term is used can depend on the application area or perhaps the country of origin of the authors. It may be possible to draw a fine distinction between the terms -- a roster being a list of people who have been assigned to certain duties, and a staff schedule being a list of actions or tasks to which certain people have been assigned -- however the degree of overlap in meaning is substantial. For the purpose of this call for papers we shall take the terms to be synonymous.

SCOPE

This special issue will be devoted to recent advances in the area of staff scheduling. We also aim to carry high quality reviews on a few topics related to staff scheduling. Original research papers of theoretical and computational orientation will be greatly appreciated. Articles dealing with real-world practice will be particularly encouraged.

TOPICS

Possible topics for papers submitted to this special issue include but are not limited to:
* Crew scheduling in airlines, railways, mass transit systems, and buses.
* Nurse, clinician and ancilliary staff rostering in health systems.
* Call centre operator scheduling.
* Rostering in emergency services such as police, ambulance and fire brigade.
* Scheduling of retail staff in department stores, supermarkets, franchise chains, and others.
* Rostering security guards.
* General personnel rostering such as post offices, ground staff at airports, hotel staff, and maintenance staff.
* Days-off, shift, and tour scheduling.
* Stochastic staff scheduling.
* Forecasting of demand for services (such as in call centres).
* Determination of staff requirements.
* Leave planning.
* Software survey (for a number of products).
* The application of different solution techniques such as heuristics, meta-heuristics, column generation, mathematical modelling and simulation to crew scheduling
applications.
* Other relevant applications and techniques.

REVIEW PROCESS

All papers will be subject to a thorough and stringent refereeing process, in accordance with the usual high standards of the Annals of Operations Research.

SUBMISSION GUIDELINES

Authors of original manuscripts are invited to submit their papers electronically by email to any or all of the Guest Editors listed below, in either postscript or pdf format. Alternatively, 4 hard copies may be mailed to any one of the Guest Editors.

To be considered for this publication, papers must be received by

Wednesday 31 July 2002.

All papers must be written in English, and should not be simultaneously submitted to any other refereed publication.

GUEST EDITORS

Houyuan Jiang
CSIRO Mathematical and Information Sciences
Building 108, North Road
ANU Campus, Acton, ACT 2601
GPO Box 664, Canberra, ACT 2601
Australia
Tel: +61-2-6216-7116
Fax: +61-2-6216-7111
Email: Houyuan.Jiang@csiro.au

Mohan Krishnamoorthy
CSIRO Mathematical and Information Sciences
Private Bag 10, South Clayton MDC
Clayton, VIC 3169
Australia
Tel: +61-3-9545-8042
Fax: +61-3-9545-8080
Email: Mohan.Krishnamoorthy@csiro.au

David Sier
CSIRO Mathematical and Information Sciences
Private Bag 10, South Clayton MDC
Clayton, VIC 3169
Australia
Tel: +61-3-9545-8043
Fax: +61-3-9545-8080
Email: David.Sier@csiro.au

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The Mathematical Programming Group of Delhi, India --- C.S. Lalitha

The Mathematical Programming Group (MPG) of Delhi was founded in 1972 by Prof. R.N.Kaul, Department of Mathematics, University of Delhi, Delhi-110007. Due to his great vision and guidance, many researchers have made significant contributions in various areas of Mathematical Programming. About forty researchers have been awarded doctorate degree in areas of generalized convexity, single and multibjective optimization, fractional programming problems, nonsmooth and nonconvex optimization, transportation problems, assignment problems, variational and complementarity problems, sensitivity analysis, fuzzy programming, game theory, combinatorial optimization, bottleneck optimization, hierarchical optimization, goal programming, neural networks, set covering and set partitioning problems.

This group comprises of about sixty researchers from University of Delhi, Indian Institute of Technology and Indian Institute of Statistical Sciences, Delhi. Weekly seminars are held at the Arts Faculty Building, University of Delhi on Wednesdays to discuss recent areas of research, thus providing a platform for learning and interacting in a cohesive way. Apart from this, special lectures are also held by eminent researchers throughout the year.

Prof. S.P. Mukherjee, Centenary Professor, Department of Statistics, Calcutta University, Kolkatta, India delivered a talk on "Quantitative Analysis for Environmental Management" on January 12, 2002.

"Parametric Analysis on Max Flow in Network Problem" was the topic on which Prof. K.P.K. Nair, Professor Emeritus, Faculty of Administration; University of New Brunswick Fredericton, New Brunswick, Canada E3B 5A3 based his talk on February 27, 2002.

Dr. Joydeep Dutta, on his return to India after his visit to Department d'Economia i d'Historia Economica, Universitat Autonoma de Barcelona, Spain, based his talk on the topic "Monotonic Analysis - An emerging area" on May 3, 2002.

Dr. Gautam Dutta, Associate Professor, Indian Institute of Management, Ahmedabad, Gujarat, India visited Department of Mathematics, University of Delhi as a part of University Grants Commission of India sponsored Scientific Assistance Program under Department Research Scheme during the Month of May. He delivered two lectures namely "Optimization base Decision Support System for Strategic and Operations Planning" on May 23, 2002 and "System Dynamic Simulation Model of Blast Furnace" on May 30, 2002.

In order to promote Operations Research in India, a society namely the Operational Research Society of India (ORSI), was established in 1957, with its head office at Kolkatta, India and is affiliated to IFORS since 1959. Prof. S.P. Mukherjee is the current President of Operational Research Society of India. Various chapters of this society are spread all over India and the Annual Convention of ORSI is hosted by one of its chapter. At present some of the members of MPG are office bearers of Delhi Chapter of ORSI.

Besides conducting graduate and post graduate academic programs ORSI brings out an internationally acclaimed journal by the name of OPSEARCH.

This year the International Conference on Operations Research for Development ICORD is being held along with, the thirty fifth Annual Convention of ORSI at Chennai, India during December 27-30, 2002. Next year the sixth International Conference of the association of Asia-Pacific Operations Research APORS is being hosted by ORSI along with its thirty sixth Annual Convention. The responsibility of organizing this International Conference has been given to MPG. APORS 2003 will be held during December 8-10, 2003 at Hotel Grand Inter-Continental, New Delhi.

Call for Papers: Operational Research: Emerging paradigms for Information Technology --- Prof. M.C. Puri

For details, please click here or to link to the site,

http://www.apors2003.com/.

Address for correspondence

Prof. M.C.Puri
Organizing Chair
Department of Mathematics
Indian Institute of Technology, Delhi,
Hauz Khas, New Delhi-110016, India

Tel(O) 0091-11-6591476, 0091-11-6591471
Tel(R) 0091-11-6440172
Fax: 0091-11-6581005

Email: mc_puri@yahoo.com, apors2@apors2003.com

Optimization People in Singapore --- Zhao Gong Yun

We are a group of optimization people in National University of Singapore. Although all of us may work in different directions, we are very close to one another as Singapore is so small. Our group includes the following members:

Chen Xiongda (Singapore-MIT Alliance)

He obtained his bachelor degree in Xiamen University in 1993. Then he went to Beijing to do a PhD degree in the Institute of Computational Mathematics. His area of research then was numerical optimization. After he completed his studies, he continued to stay in Beijing to work as a post-doctor in the Institute of Software, Chinese Academy of Sciences. Presently, he is working with Professor Jie Sun in the Singapore-MIT Alliance in NUS. His research interest is mainly in nonlinear optimization. His hobbies include playing computer games, surfing the net and playing badminton.

Chou, Cheng-Feng Mabel (Department of Decision Sciences)

She had her first contact with optimization when she took System Modelling in her junior year. Later on in her graduate studies, while majoring in logistics analysis, she learnt more about this area. Probably because her first contact with optimization was from an applied point of view, she has always been more interested in applications than in developing fundamental theories. Her current research interests include scheduling theory, logistics and supply chain analysis. She has also just begun to learn about auction theory. Her favourite result is the proof of effectiveness of a simple on-line algorithm in a multi-machine environment. In her spare time, she likes travelling and playing with her three-year-old son.

Email: bizchoum@nus.edu.sg,

http://www.biz.nus.edu.sg/~bizchoum

Liu, Xinwei (Singapore-MIT Alliance)

He studied optimization theory under Prof Yuan Yaxiang. He has done some reports on SQP and IP methods for nonlinear programming and stochastic programming (co-authored with Profs Yuan Y., Zhao G.Y., and Sun J.). Currently, he is interested in mathematical programs with equilibrium constraints.

Email: smaliuxw@nus.edu.sg

Phua, Kang-Koh Paul (School of Computing)

He received PhD of Computer Science at University of Toronto, Canada, in 1974. His current research interests include Intelligent Portfolio Management Systems, Neural Network Based Financial Trading Systems, Neural Networks and Financial Markets Prediction, Risk Measurements and Management, High Performance Computing, and Parallel Algorithms for Computational Optimization. He has been member of program committee or other committees for several international conferences, such as EUROSIM 2001 in The Netherlands.

Email: phuakh@comp.nus.edu.sg

http://www.comp.nus.edu.sg/~phuakh

Sun, Defeng (Department of Mathematics)

He received his training mainly in computational mathematics and optimization. He started his career with working on extragradient methods for variational inequalities, for which he still has an enthusiasm. Later, he focused on Newton-type methods. His recent research interests include a systematic study of globalized Newton's method for solving non-differential systems and semismooth perturbation analysis of optimization problems over non-polyhedric sets.

Email: matsundf@nus.edu.sg http://www.math.nus.edu.sg/~matsundf

Sun, Jie (Department of Decision Sciences)

Sun Jie is a distinguished figure in our group. He won the first prize in a Beijing high school mathematics competition in 1963. Then he studied at Tsinghua University, Department of Engineering mechanics and mathematics during the years 1964-1970. After the Cultural Revolution, he furthered his studies. He was in the first graduate class in the Institute of Mathematics, Chinese Academy of Sciences, in the years 1978-81, and his classmates included Du Dingzhu, Ding Weiyue and Ma Zhimng etc. He was then selected to be a student of Prof Rockafellar and received PhD from University of Washington. He joined National University of Singapore in 1993. In 1999, he was awarded the Outstanding University Researcher award. His paper with Mehrotra on quadratically constrained quadratic programming was one of the first papers on interior point methods for second order cone, which he believes represents a significant contribution to IPM. Another of his major papers is the one he co-authored with Liqun on nonsmooth Newton's method. More can be learnt about him from his CV on website:

http://www.fba.nus.edu.sg/

Teo, Chung-Piaw (Department of Decision Sciences)

In his undergraduate years, he studied pure mathematics and majored in Graph Theory. He was only exposed to Optimization/Operations Research when he started his graduate studies in MIT, under Professor Dimitris Bertsimas. His research focuses mainly on Combinatorial Optimization, in areas like the design of approximation algorithm, polyhedral combinatorics and computational integer programming. Lately, he has branched into areas like Supply Chain Management, Robust optimization, Social Choice and Auction Theory etc. He has also rekindled his interest in puzzle solving/collection and in the historical development of interesting concepts and things (yes, it is vague, but he only has a vague idea here). He does not have any favourite results, but he enjoys seeing things proved in a purely geometric manner. Last, but not least, he hopes to be able to enjoy and experience life in different places and cultures, together with his family.

http://www.bschool.nus.edu.sg/depart/ds/bizteocp/tcp-resume.htm

TOH, Kim-Chuan (Department of Mathematics}

He obtained his undergraduate degree in Mathematics from NUS in 1990, and his PhD in Applied Mathematics from Cornell University in 1996. His Ph.D thesis was about matrix approximation theory and nonsymmetric iterative methods under the supervision of Nick Trefethen. Since then, his interest has shifted towards computational optimization although he is still very much interested in iterative methods for large linear systems of equations and eigenvalue problems. He hopes to apply Krylov subspace methods to solve large scale linear and second order cone programs, but he knows that these are no easy tasks. For the past few years, his research has been focused on developing robust and efficient algorithms for semidefinite programming (SDP). Together with M.J. Todd and R.H. Tutuncu, they developed SDPT3, a research software environment for solving SDP. It is currently among the most competitive software environments available. He likes nature and temperate climates. However, he doesn't enjoy flying.

Email: mattohkc@math.nus.edu.sg

http://www.math.nus.edu.sg/~mattohkc

Ye, Hengqing (Department of Decision Sciences)

He received his B.Sc. and M.Sc. degrees in Applied Mathematics from the South China University of Technology, China, in 1993 and 1996 respectively. He then received his PhD degree in Industrial Engineering from the Hong Kong University of Science and Technology,

Hong Kong, China, in 2000. In that same year, he joined the School of Business, National University of Singapore as an assistant professor. His research interests include the modelling and analysis of stochastic network models, supply chain systems, data network systems and global optimization.

Email: bizyehq@nus.edu.sg

http://www.bschool.nus.edu.sg/depart/ds/bizyehq

Zhao, Gongyun (Department of Mathematics)

He majored in pure mathematics during his undergraduate days. He first came to know about Optimization when he started his graduate studies in Germany under Prof Stoer. Before the year 2000, his research was mainly focused on interior point methods. In recent years, he has extended his research interests to include areas of stochastic programming, cutting plane methods for semidefinite feasibility problems, second-order cone programming, semi-smoothness in Moreau-Yosida regularization, bilevel programming, Hotelling's model in game theory, and venture capital. (However, having interests does not mean having results.) His favourite result is the proof of equivalence between the complexity of interior point methods and the curvature integral of the central path. He doesn't know if he has any hobbies. The only thing sure is that travel is not his hobby.

Email: matzgy@nus.edu.sg

http://www.math.nus.edu.sg/~matzgy

Zhou, Guanglu (Singapore-MIT Alliance)

He did his Ph. D in University of New South Wales, Australia in 2000 under the supervision of Professor Liqun Qi. Currently, he is a Research Fellow at the Singapore-MIT Alliance, National University of Singapore. His research is mainly focused on smoothing Newton methods for complementarity problems and infeasible interior point methods.

Email: smazgl@nus.edu.sg

Klaus Schittkowski's forthcoming visit to China --- Yu-Hong Dai

Prof. Klaus Schittkowski of the University of Bayreuth (Germany), whose SQP solver for nonlinear programming and many other pieces of software are well known by the optimization community, will visit China in this August and the beginning of September 2002. During this trip to China, he will visit Academy of Mathematics and System Sciences of CAS, Peking University, and Nanking University of Aero- and Astronautics. Then he will fly to Da-Lian for the international conference "Computational Mathematics and Applications" (Aug.30-Sep.3, organized by R. Wang and K. L. Teo). This is one of the satellite conferences of the 2002 International Congress of Mathematicians in Beijing (Aug.20-28).

One of main current interests of Prof. Schittkowski is SCP methods, namely sequential convex methods. A particular advantage of SCP methods is that they are able to solve very large scale optimzation (VLSO) problems with over 100,000 variables and constraints, even if it is highly nonlinear, nonconvex, and dense. He has already applied SCP methods successfully in many practical problems for example topology optimization etc.

Those interested in the SCP method may visit his homepage:

http://www.uni-bayreuth.de/departments/math/~kschittkowski/home.htm