Annual Report 2005 - Fields Institute - University of Toronto

Participation is welcome from everyone in the academic
or industrial community with an interest in optimization
theory or practice – researcher, expert, enthusiast, user, or
student.
The inaugural meeting of the seminar took place November
2. Henry Wolkowicz (Waterloo) lectured on robust
algorithms for large sparse semidefinite programming.
Semidefinite programming is a generalization of linear
programming in which the variable is a positive semidefinite
matrix. The talk explored recent advances in efficient
solutions for these types of problems. The second speaker
Anthony Vannelli demonstrated the need and power of
modern optimization methodology in VLSI design. His
presentation was entitled New modeling techniques for the
global routing problem.
The program of the inaugural year demonstrated the broad
spectrum of optimization methodology on one hand, and
the richness of the engineering and industrial applications
on the other. The optimization methods discussed by the
speakers included semidefinite programming (Wolkowicz),
automatic differentiation (Corliss), surrogate modeling
and methods (Dennis), interior point methods (Waechter),
sequential linear programming (Lasdon) and derivative
free optimization (Conn). Industrial and engineering
application areas covered a broad spectrum, including VLSI
design (Vannelli and Viswesvariah), multidisciplinary
aircraft design optimization (Martins), optimal trajectory
design (Betts), dynamical systems in chemical process
optimization (Biegler), refinery planning (Heltne). The
last seminar of the year by Chandu Visweswariah (IBM)
entitled Mathematics and engineering: a clash of cultures?
triggered lively discussion on the impact of mathematical
optimization methods in industry and engineering design.
Speakers:
John Betts (The Boeing Company)
Is a good NLP all you need to solve optimal control problems?
Andrew Conn (IBM T.J. Watson Research Center)
Optimization at Watson: derivative free optimization and not
an introduction and new results
George F. Corliss (Marquette)
Automatic differentiation
John Dennis (Rice)
Optimization using surrogates for engineering design
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
David R. Heltne (SCM, Lakeside Technology Associates)
Refinery planning using SLP algorithms
Joaquim Martins (Toronto)
Aero-Structural wing design using coupled sensitivity analysis
Anthony Vannelli (Waterloo)
New modelling techniques for the global routing problem
Chandu Visweswariah (IBM T.J. Watson Research Center)
Mathematics and engineering: a clash of cultures?
Andreas Waechter (IBM T.J. Watson Research Center) and
Larry Biegler (Carnegie Mellon)
Interior point algorithms for large-scale nonlinear porogramming:
theory and algorithmic development
Henry Wolkowicz (Waterloo)
Robust algorithms for large sparse semidefinite programming
(SDP)
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Sigma is a financial analysis and management firm
housed within and assisted by the Fields Institute. It was
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performance of hedge funds, trading advisors, and other
investment managers who try to provide superior invest-
David Rudd
Fields Institute 2005 ANNUAL REPORT 112