News
virtueller Oberseminarvortrag am 13.7. von S. Shin
Montag, den 13. Juli 2020 um 16:00 Uhr
Am Montag, dem 13. Juli 2020 um 16:00 Uhr spricht in einer Zoom-Konferenz
Herr B.S. Sungho Shin
Scalable Systems Laboratory
Department of Chemical and Biological Engineering
College of Engineering
University of Wisconsin-Madison, Madison, Wisconsin, USA
im Rahmen des
Oberseminars "Numerische Mathematik, Optimierung und Dynamische Systeme"
über das Thema
"Exponential Decay of Sensitivity in Graph-Structured Nonlinear Programs".
Seine wissenschaftlichen Arbeitsfelder liegen im Bereich nichtlineare Optimierung, modellprädiktive Regelung, graphenbasierte Optimierung und Modellierung sowie Dekompositionsschemata.
Die Einladung enthält die Einlogdaten zur Zoom-Konferenz und die Zusammenfassung des Vortrags finden Sie in der PDF-Datei.
ABSTRACT:
In this talk, I will discuss solution sensitivity for nonlinear programs
whose structure is induced by a graph. These graph-structured problems
arise in applications such as optimal control, stochastic optimization,
optimization with partial differential equations, and network optimization.
I will show that the sensitivity of the primal-dual solution against
a data perturbation is bounded by a term that decreases exponentially
in the distance to the perturbation point. Remarkably, this result
(which we call exponential decay of sensitivity) holds
under fairly standard assumptions used in classical sensitivity theory:
second-order sufficiency conditions, the linear independence constraint qualification,
and strict complementarity. I will also present conditions
under which the constants in the exponential estimate remain uniformly bounded;
this allows us to characterize behavior for problems defined over infinite graphs
(e.g., arising from the discretization of infinite-dimensional problems).
Our results provide new insights on how perturbations propagate through graphs
and on how the NLP formulation influences such propagation.
In the later part of the talk, I will discuss applications of exponential decay
of sensitivity in creating efficient computing strategies. In particular,
the overlapping Schwarz decomposition method and diffusing-horizon
model predictive control will be discussed.