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Mathematical Sciences Colloquium by Li Wang
Friday, Mar. 9
11 a.m. - noon Location: FN 2.102

Li Wang

Mathematics

University of Texas at Arlington

Bilevel Polynomial Programs and Semidefinite Relaxation Methods

A bilevel program is an optimization problem whose constraints involve the solution set to another optimization problem parameterized by upper level variables. We study bilevel polynomial programs (BPPs), i.e., all the functions are polynomials. We reformulate BPPs equivalently as semi-infinite polynomial programs (SIPPs), using Fritz John conditions and Jacobian representations. Combining the exchange technique and Lasserre type semidefinite relaxations, we propose a numerical method for solving bilevel polynomial programs. For simple BPPs, we prove the convergence to global optimal solutions.  Numerical experiments are presented to show the efficiency of the proposed algorithm.

 

Coffee to be served at the classroom 30 minutes prior to the talk.

Contact Info:
Viswanath Ramakrishna, 972-883-6873
Questions? Email me.

Tagged as Lectures/Seminars, Professional Dev.
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