The 15th Alexander Rubinov Memorial Lecture on February 15 at 2.30pm to 4pm

Dear colleagues,

We will have the 15th Alexander Rubinov Memorial Lecture on February 15 at 2.30pm to 4pm as a part of CSA lecture series.  This time the lecture will be given by Professor Juan Enrique Martinez-Legaz, Universitat Autonoma de Barcelona, Spain. The topic is:  Voronoi diagrams and their applications. Please use the link given below.

The lecture is intended for the broad audience.

Alexander Rubinov Memorial Lecture:

Voronoi Diagrams and Their Applications.

Juan Enrique Martinez-Legaz

Department d’Economia I d’Historia Economica

Universitat Autonoma de Barcelona

Abstract

In this talk, first I will talk about my collaboration with Professor Alexander Rubinov on many topics of nonlinear analysis and generalized convexity. Then I will discuss Voronoi diagrams and cells. Finally, I will present some interesting applications of Voronoi diagrams.

Dr Juan Enrique Martinez-Legaz is an Emeritus Professor at Universitat Autonoma de Barcelona, Spain. He received his PhD degree in Mathematics on 1981 from the University of Barcelona, Spain. He was awarded Doctor Honoris Causa, Universidad Nacional de Ingeniería (Lima, Peru, 2011) and EUROPT Fellow 2011. Professor Martinez-Legaz is serving on the editorial board of many international journals in optimization and operations research, including Journal of Global Optimization, Optimization, Journal of Optimization Theory and Applications. Since 1981 he delivered more than 100 keynote and invited talks in different international conferences. His research areas include continuous optimization, operator theory, convex and discrete geometry and economics.

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A reminder to register for the joint WOMBAT/WICO workshops

Dear all,

A reminder to register for the joint WOMBAT/WICO workshops on optimisation and computational mathematics, to be held from 11-15 December 2023 at the University of Sydney (in-person). Registration is free and closes on 31 October. Some travel support for students is available.

For more details (including the registration form), see the event website: https://wombat.mocao.org/

On behalf of the organising committee:

Mareike Dressler, Nam Ho-Nguyen, Quoc Le Gia, Dmytro Matsypura, Lindon Roberts

Optimisation talks at UNSW: Vinesha Peiris and Didier Aussel

August is a busy month for UNSW’s optimisation group: there will be three talks given by visitors at the School of Mathematics and Statistics.

11 August 2022: Dr Vinesha Peiris (Deakin University), Rational Approximation in EEG signal classification

Speaker: Vinesha Peiris (Deakin University)
Date: 11/08/22, 11am
Rational approximation and its application in EEG signal classification

Rational approximation (that is, approximation by a ratio of two polynomials) is a flexible alternative to polynomial approximation. In particular, rational functions exhibit accurate estimations to nonsmooth and non-Lipschitz functions, where polynomial approximations are not efficient. In this talk, we discuss the quasiconvexity property of the optimisation problems appearing in univariate rational Chebyshev approximation and its generalisation to a ratio of linear combinations of basis functions. This fact can be used in the development of computational methods. Then we apply our approximation as a preprocessing step to classify EEG signals and demonstrate that the classification accuracy is significantly improved compared to the classification of the raw signals.

This is a hybrid talk, delivered in-person in RC-4082 and online on Zoom with the following link and passcode.

Link: https://unsw.zoom.us/j/81997494743?pwd=ekZ0SlJoZ2hqWFNGMVdxR3psZFVadz09
Passcode: 704577

The talk is part of the Applied Mathematics Seminar Series at the School of Mathematics and Statistics, UNSW Sydney. We are grateful to the seminar coordinator Dr Michael Watson for organising this event.

19 August 2022: Prof. Didier Aussel (University of Perpignan), Recent advances bilevel optimization with several players: multi-leader-follower games.

Speaker: Didier Aussel (University of Perpignan)
Date: Friday 19 August 2022, 11am AEST (Sydney time)
Title: Recent Advances in Bilevel Optimization with Several Players: Multi-Leader-Follower Games

Multi-Leader-Follower games are perfect mathematical tools for the modelling of agents interactions on a market in which some of the agents have some leading position while a set of the other agents are competing in a non cooperative way. These models are known for decades but recent advances opened the door to new developments and applications. Motivated by applications in energy management the aim of this seminar will be to consider modern approaches of well-posedness, first order reformulation and existence results for Multi-Leader-Follower games.

This is a hybrid talk, delivered in-person in RC-4082 and online on Zoom with the following link and passcode.

Zoom Link: https://unsw.zoom.us/j/89935594957?pwd=TzExZUNKci9raDVzdWZSa2RMckhydz09
Passcode: 843637

The talk is part of the Applied Mathematics Seminar Series at the School of Mathematics and Statistics, UNSW Sydney. We are grateful to the seminar coordinator Dr Michael Watson for organising this event.

24 August 2022: Prof. Didier Aussel (University of Perpignan), Quasiconvex nonsmooth optimization through the normal approach

Speaker: Didier Aussel (University of Perpignan)
Date: Wednesday 24 August 2022, 11am AEST (Sydney time)
Title: Quasiconvex nonsmooth optimization through the normal approach

Location: Hybrid in RC-4082 and via zoom. Please contact Hongzhi Liao (hongzhi.liao@unsw.edu.au) for the zoom link.

The talk is part of the Convex Geometry Reading Group Series at UNSW Sydney. More info: https://www.mocao.org/cg/.

MoCaO Lectures: Data Science

July 11-15, 2022

The MoCaO Lectures in Computation and Optimisation for 2022 we are focusing on Data science and in particular machine learning, its algorithms, mathematical foundations and applications. These lectures are designed to be accessible to novices to the field who have a mathematics and computational background, such as PhD students, postdoc and/or inquisitive academics who wish to have a better understanding of recent advances in this dynamic field. These lectures will be given online via Zoom. Please read the notice below regarding the registration.


Speakers:

Prof. Stephen Wright: is the George B. Dantzig Professor of Computer Sciences at the University of Wisconsin-Madison. He is a past chair of the Mathematical Optimization Society and a SIAM Fellow. Currently he directs the Institute for Foundations of Data Science at the University of Wisconsin Madison. Steve is a world-renowned expert in optimization and the author of several highly cited books in this field.

Prof. Guoyin Li: is a professor in the School of Mathematics and Statistics at University of New South Wales. He was awarded an Australian Research Council Future Fellowship (for mid-career researchers) during 2014-2018. His research interests include optimisation, variational analysis, machine learning and tensor computations.

Dr. Quoc Thong Le Gia: is a Senior Lecturer in the School of Mathematics and Statistics, UNSW, Sydney. His research interests include Numerical Analysis, Approximation Theory; Partial Differential Equations; Machine Learning and Stochastic Processes.


Dates:
The 11th , 12th and 13th of July 12noon-1pm: Speaker Prof Stephen Wright
The 14th July 12noon-1pm: Speaker Dr. Quoc Thong Le Gia
The 15th July 12.30pm-2pm: Prof. Guoyin Li


IMPORTANT: Website and Registration:
Due to unforeseen problems with the registration system, all registrations up till until the date 29/06/2022 have been lost. If you did not receive a Zoom link or you have not yet registered, please contact Dr Quoc Thong Le Gia (qlegia@unsw.edu.au) .

ICM2022 Down Under @SMRI, 6–8 July 2022

Live talks are given by Regina Burachik (University of South Australia, Section 16 – Control Theory and Optimisation) and George Willis (University of Newcastle, Section 2 – Algebra).

The ICM Down Under will conclude with a twilight talk by SMRI Director Geordie Williamson on Friday evening (8 July 20:00 AEST). The talk will be recorded and broadcasted by the London Mathematical Society (virtual ICM public lecture, 8 July 12:00 BST).

For further information and registration, please visit: https://mathematical-research-institute.sydney.edu.au/news/icm2022-down-under/

MoCaO Lectures: Data Science – Second Announcement

July 11-15, 2022

The MoCaO Lectures in Computation and Optimisation for 2022 we are focusing on Data science and in particular machine learning, its algorithms, mathematical foundations and applications. These lectures are designed to be accessible to novices to the field who have a mathematics and computational background, such as PhD students, postdoc and/or inquisitive academics who wish to have a better understanding of recent advances in this dynamic field. These lectures will be given online via Zoom. Please read the notice below regarding the registration.


Speakers:

Prof. Stephen Wright: is the George B. Dantzig Professor of Computer Sciences at the University of Wisconsin-Madison. He is a past chair of the Mathematical Optimization Society and a SIAM Fellow. Currently he directs the Institute for Foundations of Data Science at the University of Wisconsin Madison. Steve is a world-renowned expert in optimization and the author of several highly cited books in this field.

Prof. Guoyin Li: is a professor in the School of Mathematics and Statistics at University of New South Wales. He was awarded an Australian Research Council Future Fellowship (for mid-career researchers) during 2014-2018. His research interests include optimisation, variational analysis, machine learning and tensor computations.

Dr. Quoc Thong Le Gia: is a Senior Lecturer in the School of Mathematics and Statistics, UNSW, Sydney. His research interests include Numerical Analysis, Approximation Theory; Partial Differential Equations; Machine Learning and Stochastic Processes.


Dates:
The 11th , 12th and 13th of July 12noon-1pm: Speaker Prof Stephen Wright
The 14th July 12noon-1pm: Speaker Dr. Quoc Thong Le Gia
The 15th July 12.30pm-2pm: Prof. Guoyin Li


IMPORTANT: Website and Registration:
Due to unforeseen problems with the registration system, all registrations up till until the date 29/06/2022 have been lost. We encourage those who have already registered to reregister using the new google form the bottom of the webpage (so you may receive the zoom details)


MoCaO Lectures:  Data Science – Mathematics of Computation and Optimisation


We apologies for any inconvenience this issue may cause. If you have any enquiries, please send an email to MoCaO@austms.org.au. Please check the website prior to the lectures for last minute information or announcements.

VA & OPT: Alberto De Marchi 

Title: Constrained Structured Optimization and Augmented Lagrangian Proximal Methods

Speaker: Alberto De Marchi (Universität der Bundeswehr München)

Date and Time: Wed May 25 2022, 17:00 AEST (Register here for remote connection via Zoom)

Abstract:

In this talk we discuss finite-dimensional constrained structured optimization problems and explore methods for their numerical solution. Featuring a composite objective function and set-membership constraints, this problem class offers a modeling framework for a variety of applications. A general and flexible algorithm is proposed that interlaces proximal methods and safeguarded augmented Lagrangian schemes. We provide a theoretical characterization of the algorithm and its asymptotic properties, deriving convergence results for fully nonconvex problems. Adopting a proximal gradient method with an oracle as a formal tool, it is demonstrated how the inner subproblems can be solved by off-the-shelf methods for composite optimization, without introducing slack variables and despite the appearance of set-valued projections. Illustrative examples show the versatility of constrained structured programs as a modeling tool and highlight benefits of the implicit approach developed. A preprint paper is available at arXiv:2203.05276.

VA & OPT: Mareike Dressler 

Title: Algebraic Perspectives on Signomial Optimization

Speaker: Mareike Dressler (University of New South Wales)

Date and Time: Wed May 11 2022, 17:00 AEST (Register here for remote connection via Zoom)

Abstract:

Signomials are obtained by generalizing polynomials to allow for arbitrary real exponents. This generalization offers great expressive power, but has historically sacrificed the organizing principle of “degree” that is central to polynomial optimization theory. In this talk, I introduce the concept of signomial rings that allows to reclaim that principle and explain how this leads to complete convex relaxation hierarchies of upper and lower bounds for signomial optimization via sums of arithmetic-geometric exponentials (SAGE) nonnegativity certificates. In the first part of the talk, I discuss the Positivstellensatz underlying the lower bounds. It relies on the concept of conditional SAGE and removes regularity conditions required by earlier works, such as convexity of the feasible set or Archimedeanity of its representing signomial inequalities. Numerical examples are provided to illustrate the performance of the hierarchy on problems in chemical engineering and reaction networks. In the second part, I provide a language for and basic results in signomial moment theory that are analogous to those in the rich moment-SOS literature for polynomial optimization. That theory is used to turn (hierarchical) inner-approximations of signomial nonnegativity cones into (hierarchical) outer-approximations of the same, which eventually yields the upper bounds for signomial optimization. This talk is based on joint work with Riley Murray.

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