8th Simon Stevin Lecture on Optimization in Engineering

"Robust Solutions of Uncertainty Affected Conic Optimization Problems"
Aharon Ben-Tal (Technion-Israel Institute of Technology)



Flyer, Poster, slides

Abstract

We survey the main developments in Robust Optimization (RO), a methodology, which is aimed at solving optimization problems (static and dynamic) affected by uncertainty. We focus primarily on issues of computational tractability of the robust counterparts emerging from conic optimization problems (linear, conic quadratic and semidefinite programming). We then show how results pertaining to the latter issues can be used to solve difficult chance constrained programs under partial stochastic information. Finally, we discuss the synthesis of uncertainty affected discrete-time linear control systems by the RO methodology and illustrate the results by treating a supply chain problem.

Biographical Information:

Prof. Ben-Tal's research work is mainly in the area of nonlinear optimization. He published over 100 papers and 2 books (a third is forthcoming). His theoretical work is concerned with extremum principles for problems in a general setting, with regard to the underlying decision space, and the underlying smoothness of the functionals. He was among the first to develop a comprehensive theory of second-order optimality conditions for nondifferential problems.

Prof. Ben-Tal is also involved in research in stochastic mathematical programming. He introduced the concept of entropic-penalty for problems with randomness in the constraints, and developed a duality theory which established a link between stochastic programming and the Expected Utility principle in economics. Recently he developed, together with Prof. A. Nemirovski, the Robust Optimization methodology. The focus of Prof. Ben-Tal's work in recent years is in computational methods for solving large-scale continuous optimization problems. The algorithms he develops are used in designing optimally complex engineering structures, water distribution networks, and techniques for medical image reconstruction. The above projects are carried out in the MINERVA Optimization Center, a 1 million euro endowed research center headed by Prof. Ben-Tal.

Prof. Ben-Tal was a member of the International Council of the Mathematical Programming Society. He served as Area Editor of the journal Mathematics of Operations Research, and Associae Editor for Math. Programming and SIAM Optimization.He is currently a member of the Editorial Board of the journals Convex Analysis,J.Optimization and Engineering and European J. of Oprations Research.. He received Awards of Excellence from the Technion both for research and for teaching. In 2007 Prof. Ben-Tal was awarded the EURO Gold Medal-the highesr distinction for Operations Research within Europe.


About the Lecture Series:

The "Simon Stevin Lecture Series on Optimization in Engineering" is set up in order to promote optimization in engineering. For this aim, every quarter of the year an outstanding international scholar is invited to report on latest progress in the development of optimization algorithms and their applications in engineering.
Simon Stevin (1548-1620) was a Flemish mathematician and engineer. Among other, he helped to advance the use of decimal fractions, was the first to explain the tides by the attraction of the moon, and discovered the hydrostatic paradox. He made numerous inventions, among them a wind propelled carriage with sails, the "land yacht", which once impressed Prince Maurice of Orange as it moved faster than horses, in around 1600 on the beach between Scheveningen and Petten. Simon Stevin was fond of promoting the use of science in daily life and in craftmanship, and translated various mathematical terms into dutch. Among other, he introduced the dutch word for mathematics, "wiskunde".

Directly after this autumn's Simon Stevin Lecture, a little reception will be given at 18:00 in the salons of Arenberg Castle, to which all attendants of the lecture are most warmly welcome!

***** REGISTRATION ENCOURAGED *****
Please send an e-mail with the subject "STEVIN" to optec.secretariaat@esat.kuleuven.be if you intend to participate in the event. No obligation, just to help us getting an idea how many people plan to come.

This Stevin lecture is co-sponsored by ICCoS (Identification and Control of Complex Systems), a Scientific Research Network of the Research Foundation - Flanders (FWO-Vlaanderen).