最优化理论和应用进展研讨会 最优化理论和应用进展研讨会 研讨 （第一轮）通知 第一轮）
为了提高我国数学规划领域学术研究水平， 了解国内外相关领域的最新研究 进展，同时庆祝越民义先生 90 华诞，清华大学方述诚讲席教授组、北京交通大 学应用数学系于 2011 年 6 月 18–19 日在清华大学联合举办 “最优化理论和应 用进展研讨会”。 本研讨会特别邀请国内外知名学者
就数学规划的最新发展与应 用 等 专 题 进 行 讲 授 和讨 论 。 会 议 已 邀 请 Jong-Shi Pang 教 授 (Department of Industrial and Enterprise Systems Engineering ,University of Illinois at Urbana-Champaign 系主任，2003 年 George B. Dantzig 奖获得者)，张树中教授 (Department of Management Science, University of Minnesota)， 孙捷教授(国立新加 坡 大 学 ) ， 陈 滨 桐 教 授 (Civil and Environmental Engineering and Business Administration，University of Delaware)做大会报告。拟再邀请国内 1-2 名锥规划 研究专家做专题报告。 倡导与组织委员会 方述诚教授 韩继业教授 邢文训教授 修乃华教授 赵晓波教授 资助单位 清华大学教育基金方述诚讲席教授基金、国家 973 计划项目、北京交通大学 注意事项： 注意事项： 1、会议地点：润泽嘉业大酒店（清华大学东北门外，紧邻紫荆学生公寓） ，议程 安排：6 月 18 日上午 9：00-9：30 为简单开幕式及合影，随后开始学术报告； 2、本研讨会的工作用语为中文，免收会务费，并为全体参加人员提供免费工作 午餐； 3、食宿交通自理。适逢清华大学百年校庆，校内外住宿非常紧张，请自行解决 住宿问题的师生尽快预定。我们已于润泽嘉业大酒店内预订 25 个标准间（每 间 418 元，含早点） ，学生（紫荆）公寓双人间 30 间（每个床位 90 元） 。若 需要房间预定，请于 2011 年 5 月 31 日前将附件中的回执（最好用 email)发 至联系人，以确保不浪费我们预定的资源。我们将于 6 月 3 日发出最后通知。 清华大学，North Carolina State University 中科院应用数学研究所 清华大学数学科学系 北京交通大学应用数学系 清华大学工业工程系
4、不需要预定房间的人员请于 6 月 10 日前通过 email 向联系人报名，以便统计 人数，安排工作餐。 联系人： 联系人：郭晓玲 Email：email@example.com ：
附件 1. 报名信息回执 附件 2. 已确定邀请报告人及报告内容简介
1.报名信息回执 附件 1.报名信息回执 姓名 性别 出生年月
报告 1、Game Theoretic Models for Sponsored Search Auction （Prof. Bintong Chen ） Abstract: Sponsored search is critical to revenue generation for search engine companies like Google, Yahoo!, and Baidu. We review various auction mechanisms used by these search engine companies, analyzes the respective equilibrium, and compare their structural properties. New auction mechanisms are proposed to overcome the disadvantages of some of the existing auction mechanisms. They are also shown to be closer to the actual practice of search engines. 报告人简介：Bintong Chen is professor of Civil and Environmental Engineering and professor of Business Administration at University of Delaware. He received his Ph.D. in operations management/research from the Wharton School, M.S. in systems engineering from the University of Pennsylvania, and dual B.S. degrees in ship-building and naval architecture as well as electrical engineering from Shanghai Jiao Tong University in China. His research interests include optimization techniques and applied business modeling. He has published over 35 articles in high quality academic journals and his research work has been widely cited. He is currently a senior editor for Production and Operations Management.
报告 2: Differential Complementarity Systems and Dynamic Traffic Equilibrium （Prof. Jong-Shi Pang） Abstract: In this lecture, we introduce the new mathematical paradigm of a differential complementarity system (DCS) and discuss its role in studying dynamic traffic equilibria. The latter dynamic equilibrium problem aims to predict future dynamic traffic states in a short-term fashion assuming travelers follow certain rational behavioral choices of travel routes. A general formulation of this problem is presented as a delay DCS. This talk describes the solution of the special case of the traffic problem with constant delays using the DCS methodology and numerical time-stepping.
报告人简介： Jong-Shi Pang joined the University of Illinois at Urbana-Champaign as the Caterpillar Professor and Head of the Department of Industrial and Enterprise Systems Engineering in August 2007. Professor Pang was a winner of the 2003 George B. Dantzig Prize awarded jointly by the Mathematical Programming Society and the Society for Industrial and Applied Mathematics for his work on finite-dimensional variational inequalities, and a co-winner of the 1994 Frederick W. Lanchester Prize awarded by the Institute for Operations Research and Management Science. Two of his publications have received best paper awards. He is an ISI Highly Cited Researcher in the Mathematics Category between 1980--1999; he has
published 3 widely cited monographs and more than 100 scholarly journals in top peer reviewed journals. Dr. Pang is a member in the inaugural 2009 class of Fellows of the Society for Industrial and Applied Mathematics. Professor Pang has broad research interests in the foundation and applications of optimization and equilibrium to engineering and economics. Lying at the heart of such interests are the formulation and understanding of mathematical models for applied problems and the development and analysis of solution methods for solving these models. Some of his most recent research topics include: the novel subject of differential variational inequalities, nonsmooth dynamical systems, the global solution of certain nonconvex optimization problems with disjunctive constraints, frictional contact problems and their optimization, dynamic traffic equilibrium problems, game-theoretic models in communication networks, electricity markets and supply chain systems.
报 告 3 ： Two-stage stochastic linear programs with incomplete information on uncertainty（Prof. Jie SUN） Abstract. Two-stage stochastic linear programming is a classical model in operations research. In this paper, we study this model, but only assume the availability of the first and second order moment information of the random variables. By using duality of semi-infinite programming and adopting a linear decision rule, we show that a deterministic equivalence of the two-stage problem can be reformulated as a second-order cone optimization problem. If information on the extreme points of the dual polyhedron of the recourse problem is known, then the two-stage problem is also equivalent to a second-order cone optimization problem without the linear decision rule. A numerical example is presented to demonstrate the convenience and computational advantage of this approach. 报告人简介：Jie SUN is a Provost’s Chair Professor of Decision Sciences, School of Business, National University of Singapore (NUS). He got MSc at Chinese Academy of Science in 1981 and PhD at University of Washington Seattle, Washington, USA in 1986. His research interests include operations research, mathematical programming, and high performance computation. He is now member of editorial board of 6 professional journals, including Mathematics of Operations Research, Optimization Methods and Software, etc. His publications include 6 book/special issues and more than 100 published papers with more than 700 citations. 报告4：Recent Results on Polynomials in Optimization（Prof. Shuzhong Zhang） Abstract: In this talk we shall present several new results regarding certain properties of polynomial functions. The purpose of the investigation is twofold. First, the properties of the polynomials in question are useful in identifying the computational complexity of polynomial optimization models, although such features are arguably interesting on their own right. This also gives rise to new modeling opportunities for polynomial optimization. Second, our investigation also helps us to design new
approximation algorithms. The new results presented in the talk can be broadly classified into two categories: probability bounds arising from sampling of polynomial function in random variables, and an intrinsic relationship between a polynomial function and its tensor relaxation. The first type of results are useful in the design of approximation algorithms for polynomial optimization models in discrete decision variables, and the second type of results are useful in polynomial optimization over a spherical region, which has applications in MRI applications and the tensor eigenvalue problems. We shall also attempt to speculate the implication of the new results in a broader context. 报告人简介：Shuzhong Zhang is a professor at Industrial and System Engineering Program, University of Minnesota (on leave from Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong). He received a B.Sc. degree in Applied Mathematics from Fudan University in 1984, and a Ph.D degree in Operations Research and Econometrics from the Tinbergen Institute, Erasmus University, in 1991. He had held faculty positions at Department of Econometrics, University of Groningen (1991-1993), and Econometric Institute, Erasmus University (1993-1999), and Department of Systems Engineering & Engineering Management, The Chinese University of Hong Kong (since 1999). He received the Erasmus University Research Prize in 1999, the CUHK Vice-Chancellor Exemplary Teaching Award in 2001, the SIAM Outstanding Paper Prize in 2003, and the IEEE Signal Processing Society Best Paper Award in 2010. Dr. Zhang was an elected Council Member at Large of the MPS (Mathematical Programming Society) for 2006-2009, and is Vice-President of the Operations Research Society of China (ORSC). He serves on the Editorial Board of several academic journals, including Operations Research, and SIAM Journal on Optimization.