Thursday, July 16

Verified Global Optimization

10:30 AM-12:30 PM
Room: Sidney Smith 2102

Verified Global Optimization deals with exhaustive search of a region of multidimensional space to locate all optimizing points. Verified global optimization has much in common with all deterministic global optimization algorithms. These algorithms have similar search processes, and make use of estimates of the range of the objective and constraints. In verified optimization, such estimate can be made rigorous through directed roundings, and various acceleration techniques can be used. The speakers will describe successful applications, underlying techniques, and an overview of an associated software package.

Organizer: R. Baker Kearfott
University of Southwestern Louisiana
10:30 GlobSol: Rigorous Solutions to Industrial Problems
George F. Corliss, Marquette University
11:00 Box Reduction Techniques in Global Optimization
Hermann Schichl and Arnold Neumaier, University of Vienna, Austria
11:30 GlobSol Case Study: Portfolio Management (Banc One)
Paul Thalacker, Marquette University
12:00 The GlobSol Software: An Overview and Examples
R. Baker Kearfott, Organizer

Program Program Overview Program-at-a-Glance Program Updates Speaker Index Registration Hotel Transportation

LMH Created: 3/19/98; MMD Updated: 4/6/98