Max-type objective functions: A smoothing procedure and strongly stable stationary solutions

SEMINARIO DEL DOCTORADO DE ESTADÍSTICA, OPTIMIZACIÓN Y MATEMÁTICA APLICADA. CURSO 2016-2017

Título: Max-type objective functions: A smoothing procedure and strongly stable stationary solutions

Ponentes: Prof. Dr. Jan-J. Rückmann (University of Bergen, Norway)

Fecha: Viernes 14 de octubre de 2016 a las 12:30 horas

Lugar: Sala de seminarios, Instituto Universitario de Investigación CIO, Edificio Torretamarit, Universidad Miguel Hernández (Campus de Elche)

Resumen:

We consider the minimization of a max-type function over a feasible set M and apply the concept of strongly stable stationary points to this class of problems. We use a logarithmic barrier function and construct a family M^g of interior point approximations of M where M^g is described by a single smooth inequality constraint. We show that there is a one-to-one correspondence between the stationary points (and their corresponding stationary indices) of the original problem and those with the feasible set M^g.

Breve Bio:

Professor Jan Joachim Rückmann got his Ph.D. in Mathematics at Technological University of Leipzig (Germany) in 1989 and has taught in different universities, as the University of the Americas Puebla (Mexico) and the University of Birmingham (UK), and currently is full professor at the University of Bergen (Norway). His research interests are nonlinear programming, mathematical finance, parametric nonlinear optimization, generalized semi-infinite programming, data envelopment analysis, robust optimization and applications of topology and differential geometry to nonlinear programming. In MatSciNet database we find 49 publications and 292 cites by 170 authors. He is also author of one monography and 15 book chapters.