Coast to Coast Seminar Series: "Exploiting sub-structure in non-smooth optimization problems"

Abstract

Mathematical Optimization, the study of how to locate maximizers and minimizers of a function, arises naturally in almost every scientific research field. Applications can be found in everything from microchips to forest roads. In many applications, the underlying optimization problem is non-differentiable, discontinuous, or worse. This has lead to new collections of very robust and powerful algorithms that work a a huge variety of problems. However, such approaches are often too slow for practical usage. In this talk we discuss examples of how a close examination of an optimization problem can often reveal substructures that can used to help understand and solve the problem.