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.