This lecture series is endowed in the name of the late Spencer C. Schantz, who graduated from Lehigh in 1955 with a B.S. in Industrial Engineering. Following progressive responsibilities with several electrical manufacturing companies, in 1969 he founded U.S. Controls Corporation and became its first CEO and President.

The Spencer C. Schantz Distinguished Lecture Series was established by his wife Jerelyn as a valuable educational experience for faculty, students and friends of Lehigh’s Industrial and Systems Engineering department.

Speaker: Dr. Jorge Nocedal, Walter P. Murphy Professor of Industrial Engineering and Management Sciences, Northwestern University

Title: Constrained Optimization in the Presence of Noise

Date: September 14, 2021, 11:00 a.m. to 12:00 p.m.

Location: Mohler Laboratory Room 453, 200 West Packer Avenue, Bethlehem, PA 18015

The ISE Department is please to announce that Professor Jorge Nocedal, Northwestern University, will give a Spencer C. Schantz Technical Talk titled Constrained Optimization in the Presence of Noise on Tuesday, September 14, 2021, 11:00 a.m. to 12:00 p.m.  A cocktail reception and dinner will be held on the same day, Tuesday, September 14, 2021, 6:00 to 9:00 p.m. at the UC 3rd Floor Dining Room. Registration is required for both events (Sheila Dorney, skd220@lehigh.edu).

 

Abstract

Modern nonlinear optimization methods have seen great success in a wide range of application areas. However, little is known about their behavior when function and constraint evaluations contain errors (or noise). This talk outlines a research agenda to redesign classical methods (and their software implementation) so that they are efficient and accurate in the presence of errors. The guiding principle is provided by some fundamental theoretical results that are presented for a classical method based on sequential quadratic programming. One of the main applications of this work lies in the area of derivative-free optimization.

BIO

Jorge Nocedal was born in Mexico City where he obtained a B.S. degree in physics from the Universidad Nacional Autónoma de Mexico (UNAM). Currently, he is the Walter P. Murphy Professor in the Department of Industrial Engineering and Management Sciences at Northwestern University. His research is in optimization, both deterministic and stochastic, and with emphasis on very large-scale problems. Over the years, he has developed open source and commercial optimization software that is widely used in industry. He is a SIAM Fellow, was awarded the 2012 George B. Dantzig Prize, and the 2017 Von Neumann Theory Prize for contributions to theory and algorithms of nonlinear optimization. He is keenly interested in undergraduate education, and was one of the creators of the Engineering First curriculum at Northwestern. His book, Numerical Optimization, co-authored with Stephen Wright, has become a standard reference in the field.

Lehigh ISE Spencer C. Schantz Distinguished Lecture Series

The lecture series is endowed in the name of the late Spencer C. Schantz, who graduated from Lehigh in 1955 with a B.S. in Industrial Engineering. Following progressive responsibilities with several electrical manufacturing companies, in 1969 he founded U.S. Controls Corporation and became its first CEO and President. The Spencer C. Schantz Distinguished Lecture Series was established by his wife, Jerelyn, as a valuable educational experience for faculty, students, and friends of Lehigh’s Industrial and Systems Engineering department.

Past Schantz Lectures:
Yurii Nesterov
University of Louvain
Monday, August 2, 2021
Zoom Presentation
"Inexact High-Order Proximal-Point Methods with Auxiliary Search Procedure" (Technical)
 
Stacey Cunningham '96
President, NYSE Group
Thursday, May 2, 2019
Neville Auditorium
"Engineering the 21st Century Stock Exchange" (Public)
 
Dr. R. Tyrrell Rockafellar
Professor Emeritus, University of Washington
Wednesday, April 24, 2019
Mohler Laboratory, Room 451
"Risk and Reliability in Optimization Under Uncertainty" (Technical)
 
Mikell Groover
Professor Emeritus, Lehigh University
Thursday, May 3, 2018
Wood Dining Room, Iacocca Hall
“The Evolution of Lehigh University’s Industrial and Systems Engineering Department” (Public)
 
William J. Cook
University of Waterloo
Wednesday, November 29, 2017
Sinclair Laboratory Auditorium
“In Pursuit of the Traveling Salesman: Mathematics at the Limits of Computation” (Public)
 
William J. Cook
University of Waterloo
Thursday, November 30, 2017
Mohler Lab, Room 453
“Guiding the Cutting-Plane Method” (Technical)
 
Sunil A. Misser '88G
CEO, Accountability
Thursday, April 20, 2017
Sinclair Auditorium
“Responsible Business – Rebuilding Trust and Creating Value” (Public)
 
Alain Haurie
Professor Emeritus, University of Geneva, Switzerland
Tuesday, April 18, 2017
Mohler Lab, Room 453
“Modeling Energy Transition to Sustainability in a Smart Grid/Smart City Environment” (Technical)
 
Richard R. Verma '90
U.S. Ambassador to India
Thursday, April 28, 2016
Neville Hall, Room 001
“Technology, Innovation, and American Diplomacy in the 21st Century” (Public)
 
Dr. Ronald G. Askin '75
Professor of Industrial Engineering and Director of the School of Computing, Informatics, and Decision Systems Engineering
Wednesday, April 27, 2016
Mohler Lab, Room 451
"Industrial Engineering: Key Principles and Paradigms Developed to Date and the Opportunities and Challenges for the Future" (Technical)
 
Dr. Robert Bixby
Noah Harding Professor Emeritus of Computational and Applied Mathematics at Rice University and visiting Professor in the Department of Mathematics at Universitat Erlangen
Thursday, September 24, 2015
Sinclair Auditorium
“Computational Progress in Linear and Mixed Integer Programming” (Public)
 
Dr. Radhika Kulkarni
Vice President of Advanced Analytics R&D at SAS Institute Inc
Tuesday, September 30, 2014
Sinclair Auditorium
"Succeeding with Business Analytics - Key Challenges" (Public)
"Big Data and Big Analytics - Opportunities for Interdisciplinary Innovation" (Technical)
 
Brenda Dietrich
IBM Fellow and VP, IBM Watson Group
Thursday, April 17, 2014
Lewis Laboratory, Room 270
"Cognitive Computing: Behind and Beyond Jeopardy!" (Public)
"Business Analytics: Making Operations Research Ubiquitous" (Technical)
 
Ralph E. Gomory
Research Professor, New York University
Thursday, April 18, 2013
Sinclair Auditorium
"New Goals for American Corporations" (Public)
"Problems Create Mathematics" (Technical)
 
Arthur F. Veinott Jr. ’56
Professor Emeritus of Operations Research, Stanford University
Thursday, April 19, 2012
Neville Auditorium 001
"Optimal and Near Optimal Supply Policy for Deterministic Multiperiod Supply Networks" (Public)
"Polytime Computation of Strong and n-Present-Value Optimal Policies in Markov Decision Chains" (Technical)
 
Leon F. McGinnis, Ph.D.
Eugene C. Gwaltney Chair in Manufacturing Systems and Professor, Georgia Institute of Technology
Thursday, April 28, 2011
Sinclair Auditorium
"Industrial Engineering - Quo Vadis? One Man’s Idiosyncratic View of His Profession" (Public)
"Model Based Industrial Engineering" (Technical)
 
Irwin Young ’50
DuArt Films Laboratories
Friday, March 18, 2011
Sinclair Auditorium
"How an Engineering Education Affected My Career" (Public)
 
Dr. Stephen P. Boyd
Stanford University
Tuesday, December 7, 2010
Perella Auditorium, Rauch Business Center
"The Role of Embedded Optimization in Smart Systems and Products" (Public)
"Real-Time Embedded Convex Optimization" (Technical)
 
Dr. John T. Betts
Boeing Company
Friday, April 16, 2010
Perella Auditorium, Rauch Business Center
"What Does a Rocket Scientist Really Do?" (Public)
"Algorithmic Choices When Solving an Optimal Control Problem" (Technical)
 
Dr. Cynthia Barnhart
Massachusetts Institute of Technology (MIT)
Friday, August 8, 2008
Perella Auditorium, Rauch Business Center
“Unraveling the Mysteries of the Airline Industry"