Bio:
Dimitris Bertsimas is the vice Provost of Open Learning, Associate Dean of Business Analytics and the Boeing Professor of Operations Research at the Massachusetts Institute of Technology. He is a member of the US National Academy of Engineering, an INFORMS fellow, recipient of the John von Neumann theory prize, the Frederick W. Lanchester and the INFORMS president awards among many other research and teaching awards, supervisor of 97 completed and 24 current doctoral theses and co-founder of twelve analytics companies.
Title of talk: Global Optimization to provable optimality
Abstract of talk:
We propose an algorithm for general nonconvex optimization to provable optimality. The approach combines a reformulation perspectification technique, with branch and bound. We report computational results that show provable optimality with few hundred variables.
