Скачать или смотреть MoCaO Lectures 2023: Polynomial optimisation - Lecture 5 by Mareike Dressler

https://www.mocao.org/2023/06/18/moca...

This series of lectures will introduce polynomial optimisation and decision problems, what they can model, how they can be attacked using tools from convex optimisation. The lectures will be illustrated, throughout, with a range of concrete 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.

Summary: Optimisation and decision problems where the objective function and the constraints can be formulated using multivariate polynomials can model a very wide range of problems from areas as diverse as dynamical systems and control, probability and statistics, quantum information, and combinatorial optimisation. Such problems, while very expressive, are generally difficult to solve. Despite this, systematic and powerful methods based on tools from convex optimisation and convex geometry have been developed to globally approximate these challenging problems.
MoCaO Lectures 2023:
James Saunderson (Monash University, ARC Discovery Early Career Research Fellow)
Georgina Hall (INSEAD)
Mareike Dressler (UNSW, Sydney)

Biographies:
James Saunderson (MoCaO lecturer 2023) is a Lecturer and ARC DECRA fellow in the Department of Electrical and Computer Systems Engineering at Monash University. He received a PhD in Electrical Engineering and Computer Science from MIT in 2015, and held postdoctoral positions at Caltech and the University of Washington before joining Monash. In 2020 he was the recipient (with Hamza Fawzi and Pablo Parrilo) of the SIAM activity group on optimization best paper prize in 2020.

Georgina Hall is an Assistant Professor at INSEAD in the Decision Sciences area. She received a PhD in Operations Research and Financial Engineering at Princeton University in 2018, where she was also a Gordon Y. S. Wu fellow. Before joining INSEAD, she held a postdoctoral position in the DYOGENE team at INRIA. Georgina was the recipient of the 2016 INFORMS Computing Society Best Student Paper Award, the 2018 INFORMS Optimization Society Young Researchers’ Prize, and the 2020 Information Theory Society Paper Award.

Mareike Dressler is a Lecturer in the School of Mathematics and Statistics at the University of New South Wales (UNSW Sydney). She received a PhD at the Goethe-Universität in Frankfurt am Main in 2018. Before joining UNSW she held postdoctoral positions at Brown University in the Institute for Computational and Experimental Research in Mathematics (ICERM), at the University of California, San Diego (UCSD), and at the Max Planck Institute for Mathematics in the Sciences (MPI MiS) in Leipzig. In 2023, Mareike was awarded a Simons Visiting Professorship by the Simons Foundation.