Jong Shi Pang: Heaviside Composite Optimization, a new paradigm of optimization

Описание: MICDE-Industrial & Operations Engineering Seminar on Heaviside Composite Optimization, a new paradigm of optimization.

Abstract:
This talk introduces the topic of Heaviside composite optimization and briefly covers its many facets: breadth in modeling, roles in old and new applications, theory of optimizers and stationary solutions, bridge with discrete optimization, and the progressive integer programming method. By definition, a univariate Heaviside function is the (discontinuous) indicator of an interval. By its name, a Heaviside composite function is the composition of a Heaviside function with a continuous multivariate function that may be nonconvex and nondifferentiable. While very natural in modeling many physical phenomena, a Heaviside composite optimization problem, possibly with Heaviside composite functional constraints, has never been formally studied. Our work aims to fill this void with a comprehensive research program covering the applications, theory, and algorithms for this novel class of very challenging optimization problems.

This research has benefitted from previous collaboration with Ying Cui (UC Berkeley), Yue Fan (CUHK-SZ), Shaoning Han (NUS), Junyi Liu (Tsinghua), and Xinyao Zhang (USC), and is presently being organized in a monograph co-authored with Junyi Lui.

Bio:
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.