Lecturer: Professor Chen Xin, University of Illinois

Time: December 18, 2015, 10:00 AM

Add: Auditorium, Math Building

Title: Sparse Solutions in Random Quadratic optimization Problems

Synopses:

In recent years, the sparse solutions for certain classes of optimization problems have attracted much attention in numerous disciplines. In this talk, we report some results on sparse solutions for standard quadratic optimization problems with random data. We present probability inequalities related to order statistics that are used to establish the existence of sparse solutions and discuss some open problems.

Biography of Prof. Chen Xin:

1995 BS from Dept. of Math, Xiangtan University

1998 MS from Computer and Math Institute, Chinese Academy of Science

2003 Ph.D of Optimal Management, MIT

2004 Jul. Tenor, University of Illinois at Urbana-Champion

Research Area:

Inventory and Supply Chain Management

Optimization

Optimal Stochastic Control

Computational Mathematics

Optimal Management

Funds

4 National Natural Science and Foundation of the United States

Publications

Over 40 papers published at Operations Research, Mathematical Programming,  SIMA Journal on Control Optimization, Mathematics of Operations Research,  Productions and Operations Management.