Annual Report 2005 - Fields Institute - University of Toronto

COMMERCIAL /INDUSTRIAL MATHEMATICS
The Institute’s Commercial and Industrial Mathematics
Program (CIM), acts as a bridge between the mathematics
community and businesses that benefit from research in
the mathematical sciences. In this way, the CIM program
seeks to communicate results in mathematics to the business
community, and conversely, to create an awareness
among mathematicians of the needs of that community.
Program activities include seminars and workshops in
mathematical areas of direct interest to industry, networking
activities, and assisting mathematicians in connecting
with industry or in initiating their own commercial
ventures. Activities take place across a broad spectrum of
areas, of which financial mathematics forms one important
part. The program is coordinated by the Fields Institute’s
Industrial Advisory Panel.
WORKSHOPS AND SEMINARS
McMaster Optimization Conference: Theory and Applications
(MOPTA 04)
July 28–30, 2004
Held at McMaster University
Organizers: Christopher Anand, George Karakostas, Jiming
Peng and Tamás Terlaky (McMaster)
This three-day conference was aimed at bringing together
a diverse group of people from discrete and continuous
optimization, working on both theoretical and applied
aspects. It sought to bring together researchers from both
the theoretical and applied communities who would not
normally have the chance to interact in the framework of a
medium-scale event.
C o m m e r c i a l / I n d u s t r i a l M a t h e m a t i c s
The conference featured a combination of theoretical and
applied one-hour talks by distinguished invited researchers.
Jong-Shi Pang (RPI) opened the conference with his talk
on dynamic variational inequality and presented newly
established results concerning Zeno states. Later that day,
Larry Biegler (Carnegie Mellon) described the applications
of large-scale nonlinear programming to chemical
processes. On the second day, Christine Shoemaker
(Cornell) presented various environmental engineering
applications of response surface optimization and Jon Lee
(IBM, T.J.Watson, NY) introduced the maximum-entropy
sampling problem and surveyed the latest techniques and
heuristics to tackle this NP-hard problem. On the third
day, Gary Vanderplaats (Vanderplaats R&D Inc., Colorado
Springs) gave an overview of industrial optimization and
discussed current commercial software for design optimization.
Aharon Ben Tal (Technion), and Dimitris Bertsimas
(MIT) spoke on their recent work on robust optimization.
Aharon Ben Tal presented the newly developed affinely
adjustable robust optimization methodology, and Dimitris
Bertsimas introduced a novel tractable theory of robust
stochastic optimization.
The conference, with about 100 participants and 30 contributed
talks, was hosted by the Advanced Optimization
Lab in the Department of Computing and Software at
McMaster, and was co-sponsored by the Fields Institute,
MITACS and the McMaster Faculty of Engineering. For
more details on the conference, see www.cas.mcmaster.
ca/~mopta/
Beginning in 2005, the MOPTA series will be held at universities
other than McMaster, returning to its home base
MOPTA participants
Fields Institute 2005 ANNUAL REPORT 106