数理計画問題を中心とした最適化問題用ソルバーのベンチマークテストと評価で世界的に有名なアリゾナ州立大学の Mittelmann 教授(http://plato.asu.edu/bench.html)が 11 月に来日されますので、以下のように SCOPE 第４回研究会を行います。皆様のご参加をお待ちしております。
日 時 ： 2009年11月21日（土）16:00～
会 場 ： 中央大学 後楽園キャンパス 6号館4階 6402号室(予定)
講演者
Prof. Hans D. Mittelmann (School of Math&Stats, Arizona State University, AZ, USA)
State-of-the-Art in the Solution of Control-Related Nonlinear Optimization Problems
We start by giving an overview of some of our activities related to the computational solution of a range of optimization problems, including a leading web-based guide to software and its performance and a major installation of free web-based solvers. Then we sketch two classes of problems from our recent research, PDE constrained optimization as it arises in the control of PDEs and system identification problems. The first class gives rise to very large and sparse nonlinear optimization problems that still challenge state-of-the art algorithms including commercial products. The second class of problems are system identification problems including those suitable for data-centric estimation and control. At first we will address the solution of the crest-factor optimization problems utilized in our earlier work, then we will introduce a novel optimization formulation which has facilitated the application of the MoD (Model-on-Demand) type of control for process systems. For all problems considered formulations in the modeling language AMPL are utilized and we sketch some exemplarily.
日 時 ： 2009年11月21日（土）16:00～
会 場 ： 中央大学 後楽園キャンパス 6号館4階 6402号室(予定)
講演者
Prof. Hans D. Mittelmann (School of Math&Stats, Arizona State University, AZ, USA)
State-of-the-Art in the Solution of Control-Related Nonlinear Optimization Problems
We start by giving an overview of some of our activities related to the computational solution of a range of optimization problems, including a leading web-based guide to software and its performance and a major installation of free web-based solvers. Then we sketch two classes of problems from our recent research, PDE constrained optimization as it arises in the control of PDEs and system identification problems. The first class gives rise to very large and sparse nonlinear optimization problems that still challenge state-of-the art algorithms including commercial products. The second class of problems are system identification problems including those suitable for data-centric estimation and control. At first we will address the solution of the crest-factor optimization problems utilized in our earlier work, then we will introduce a novel optimization formulation which has facilitated the application of the MoD (Model-on-Demand) type of control for process systems. For all problems considered formulations in the modeling language AMPL are utilized and we sketch some exemplarily.
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