Jong-Shi Pang (University of Southern California, Distinguished Professor)

Yu-Hong Dai, Professor

Solution of Binary-Constrained Quadratic-Defined Optimization Problems by Progressive Integer Programming

16:30-17:30 April 21 (Tuesday), N202

Inspired by the effectiveness of the Progressive Integer Programming (PIP) approach for improving the solution of indefinite quadratic programs (QPs), via their equivalent linear programming with linear complementarity (LPCC) formulation (joint work with Xinyao Zhang and Shaoning Han), we propose the same strategy for solving many classes of binary-constrained quadratic-defined optimization problems, including their game-theoretic extensions.   We show that all these problems can be formulated as a LPCC, via the intermediate step of an equivalent formulation as a binary-constrained quadratic program with linear complementarity constraints (QPCC). The LPCC formulation facilitates the application of state-of-the-art IP solvers as the workhorse in a progressive solution procedure for these nonconvex optimization problems that involve both continuous and binary variables. This work is joint with Bo Peng and Jiaxin Hou.

报告人简介：Elected a member of the National Academy of Engineering in February 2021 and appointed a Distinguished Professor in April 2023, Jong-Shi Pang joined the University of Southern California as the Epstein Family Chair and Professor of Industrial and Systems Engineering in August 2013. Prior to this position, he was the Caterpillar Professor and Head of the Department of Industrial and Enterprise Systems Engineering at the University of Illinois at Urbana-Champagne for six years between 2007 and 2013. He held the position of the Margaret A. Darrin Distinguished Professor in Applied Mathematics in the Department of Mathematical Sciences and was a Professor of Decision Sciences and Engineering Systems at Rensselaer Polytechnic Institute from 2003 to 2007. He was a Professor in the Department of Mathematical Sciences at the Johns Hopkins University from 1987 to 2003, an Associate Professor and then Professor in the School of Management from 1982 to 1987 at the University of Texas at Dallas, and an Assistant and then an Associate Professor in the Graduate School of Industrial Administration at Carnegie-Mellon University from 1977 to 1982. During 1999 and 2001 (full time) and 2002 (part-time), he was a Program Director in the Division of Mathematical Sciences at the National Science Foundation. Professor Pang has served as the Department Academic Advisor of the Department of Mathematics at the Hong Kong Polytechnic University. He has given many distinguished lectures at universities worldwide and plenary lectures at international conferences.