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Title:   A Derivative-free VU-algorithm for Convex Minimisation

Date and Time:  Friday, July 19th, 3.00pm – 4.00pm

Location: Building 8 Level 9 Room 66 (AGR) RMIT City campus

We establish a derivative-free variant of the VU-algorithm, the first of its kind, and show  global convergence. We provide numerical results from a proof-of-concept implementation, which demonstrate the feasibility and practical value of the approach.

Bio: Chayne Planiden received his Ph.D. from University of British Columbia in Kelowna, Canada last year. He works at University of Wollongong and specialises in nonsmooth optimisation, including the Moreau envelope and proximal mapping, proximal point algorithms, and derivative-free optimisation methods.

Title:  Random Thoughts on Randomization

Date and Time:  Friday, May 24th, 3.00pm – 4.00pm

Location: Building 8 Level 9 Room 66 (AGR) RMIT City campus (To connect via Zoom please contact andy.eberhard@rmit.edu.au)

Bio:  Professor Bill Moran (M’95) currently serves, since 2017, as Professor of Defence Technology in the University of Melbourne. From 2014 to 2017,  he was Director of the Signal Processing and Sensor Control Group in the School of Engineering at RMIT University,  from 2001 to 2014,  a  Professor in the Department of Electrical Engineering, University of Melbourne,    Director of Defence Science Institute  in University of Melbourne (2011-14), Professor of Mathematics (1976–1991), Head of the Department of Pure Mathematics (1977–79, 1984–86), Dean of Mathematical and Computer Sciences (1981, 1982, 1989) at the University of Adelaide, and Head of the Mathematics Discipline at the Flinders University of South Australia (1991–95). He was Head of the Medical Signal Processing Program (1995–99) in the Cooperative Research Centre for Sensor Signal and information Processing. He was a member of the Australian Research Council College of Experts from 2007 to 2009.  He was elected to the Fellowship of the Australian Academy of Science in 1984. He holds a Ph.D. in Pure Mathematics from the University of Sheffield, UK (1968), and a First Class Honours B.Sc. in Mathematics from the University of Birmingham (1965). He has been a Principal Investigator on numerous research grants and contracts, in areas spanning pure mathematics to radar development, from both Australian and US Research Funding Agencies, including DARPA, AFOSR, AFRL, Australian Research Council (ARC), Australian Department of Education, Science and Training, and Defence Science and Technology, Australia.  His main areas of research interest are in signal processing both theoretically and in applications to radar, waveform design and radar theory, sensor networks, and sensor management. He also works in various areas of mathematics including harmonic analysis, representation theory, and number theory.

Title:  Aggregated Subgradient Methods in Nonsmooth Optimization

Date and Time:  Friday, May 10th, 3.00pm – 4.00pm

Location: Building 8 Level 9 Room 66 (AGR) RMIT City campus

Bio:      Adil Bagirov is Associate Professor of Optimisation at School of Science, Engineering and Information Technology, Federation University Australia since 2010. He obtained his MSc degree in Applied Mathematics in 1983 from Baku State University, Azerbaijan and PhD degree in Mathematics in 2002 from the University of Ballarat. A. Bagirov has won several Australian Research Council Discovery and Linkage projects. His research is focused on nonsmooth optimisation, nonconvex optimisation and their applications.

 Speaker:   Dr. James Saunderson – Monash University

Title:  Hyperbolic cubic polynomials

Date and Time:  Friday, April 26th, 3.00pm – 4.00pm

Location: Building 8 Level 9 Room 66 (AGR) RMIT City campus

In this talk I’ll introduce these ideas and then focus on the case of hyperbolic polynomials of degree three (i.e. hyperbolic cubics). In particular I plan to discuss questions like “How hard is it to decide hyperbolicity of a cubic?” and “Can (powers of) hyperbolic cubics always be expressed in terms of determinants?”. We will see that (sums of squares relaxations of) polynomial optimisation problems on the sphere play an important role in studying these questions.

Bio:     James Saunderson is a Lecturer in the Department of Electrical and Computer Systems Engineering at Monash.  He obtained a PhD in Electrical Engineering and Computer Science from MIT in June 2015. Before joining Monash he was a postdoc in Electrical Engineering jointly at Caltech and the University of Washington.

Title:  Divide and Concur – An Overview and some examples

Date and Time:  Friday, April 5th, 3.00pm – 4.00pm

Location: Building 8 Level 9 Room 66 (AGR) RMIT City campus

These ideas have found their way into feasibility problems and optimisation both continuous and discrete. Some view these are project-project feasibility problems, but recent work has suggested they are really an expression the older Gauss-Seidel approach.

In this talk we will discuss a modified version of a penalty-based Gauss-Seidel method as applied to stochastic optimisation that has stronger theoretical properties for certain sub-classes of Stochastic Integer Programs (SIP). In particular we will show that the modified algorithm always converges to a feasible point and this is verified by numerical experiments. This method shares structure and properties related the feasibility pump of integer programming and progressive Hedging heuristics used for stochastic integer programming.

Bio:    Andrew Eberhard did his PhD at Adelaide University under Prof. Charles Pearce and after graduating spend some time at UniSA (then SAIT) before moving to RMIT in Melbourne in the early 1990s. He has been an active member of the Australian mathematical and optimisation community for more than 20 years. He has served on the executives of ASOR, ANZIAM, as the deputy director of AMSI and the board of AMSI. Currently he is the co-chair of the AustMS special interest group Mathematics of Computation and Optimisation (MoCaO). His interests span numerous areas including nonsmooth and variational analysis, optimisation algorithms (both continuous and discrete), systems and control theory, operations research and other more theoretical aspect of optimisation theory.

Title: Forward-Backward Splitting Without Cocoercivity

Date and Time:  Friday, March 15th, 3.00pm – 4.00pm

Location: Building 8 Level 9 Room 66 (AGR) RMIT City campus (To connect via visimeet please contact rmitopt@rmit.edu.au)

Bio:   Matthew Tam received a PhD from the University of Newcastle under the supervision of Jonathan Borwein, where he worked on iterative projection algorithms for optimisation. He then moved to the University of Göttingen (Germany) to take up a post-doctoral position with Russell Luke in the Institute for Numerical and Applied Mathematics, supported initially by DFG-RTG2088, (‘Discovering structure in complex data”) and later by a fellowship from the Alexander von Humboldt Foundation. Since 2018, he has been Junior Professor for Mathematical Optimisation also at the University of Göttingen.

Title:  Highlighting Some Customer Use Cases behind Wolfram’s Exponential Growth in Education

Date and Time:  Monday, December 3rd, 3.00pm – 4.00pm

Location: Building 8 Level 9 Room 66 (AGR)

RMIT City campus

•           Practical applications in Engineering, Chemistry, Physics, and Biology

•           Computation using Natural English Language

•           On – demand Chemical, Biological, Economic, Finance and Social data

•           Creating interactive models that encourage student participation and learning

•           2 D and 3 D information visualization and 3 D Printing

•           Market Leading Statistical Analysis Functionality

•           Mathematica as a modern programming language

The content will help attendees with no prior experience get started with the Wolfram workflow. Since there is a large amount of new functionality, most intermediate users who attend these training sessions have reported learning quite a bit as well.   All attendees will receive an electronic copy of the examples, which can be adapted to individual courses.

Bio:    Craig Bauling holds a MBA from Northern Illinois University, a BS in Mathematics from Western Illinois University and an AS in Engineering from Sauk Valley Community College.  Craig has over 6 years teaching experience including Community College, Senior and Junior Secondary.  Craig’s corporate experience includes over 15 years in various Engineering roles.  He joined Wolfram Research in 2008 and his current role is to help schools, universities and businesses leverage Wolfram resources for teaching, research and workflow improvement.

Title:  Extremal Principle and its Extension

Date and Time:  Friday, November 9th, 3.00pm – 4.00pm

Location: Building 8 Level 9 Room 66 (AGR) RMIT City campus (To connect via visimeet please contact rmitopt@rmit.edu.au)

of this line is to consider those regularity properties directionally. The notion of directional regularity is an extension of an earlier notion used by Bonnans and Shapiro to study sensitivity analysis, and then successfully applied to study optimality conditions for mathematical programming. An extension of extremal principle is needed to characterise those properties.

In this talk, we will discuss about extremal principle, its applications, and the regularity properties.

Bio:   Bui Thi Hoa is a PhDs student in Mathematics at Federation University Australia as well as a member of CIAO, working on variational analysis and non-smooth optimisation. Hoa is in the second year of her PhD, commencing in December 2016.

School of Mathematics and Statistics, University of Melbourne: (Joint work with  Dario Bini, Jeff Hunter, Guy Latouche, Beatrice Meini)

Title:  Why is Kemeny’s constant a constant?

Date and Time:  Friday, September 21st, 3.00pm – 4.00pm

Location: Building 8 Level 9 Room 66 (AGR) RMIT City campus (To connect via visimeet  please contact rmitopt@rmit.edu.au)

For Markov chains with denumerably infinite state space, the constant may be infinite and even if it is finite, there is no guarantee that the physical argument will hold. We shall show that the physical interpretation does go through for the special case of a birth-and-death process with a finite value of Kemeny’s constant.

Bio:   Peter Taylor received a BSc (Hons) and a PhD in Applied Mathematics from the University of Adelaide in 1980 and 1987 respectively. In between, he spent time working for the Australian Public Service in Canberra. After periods at the Universities of Western Australia and Adelaide, he moved at the beginning of 2002 to the University of Melbourne. In January 2003, he took up a position as the inaugural Professor of Operations Research. He was Head of the Department of Mathematics and Statistics from 2005 until 2010. Peter’s research interests lie in the fields of stochastic modelling and applied probability, with particular emphasis on applications in telecommunications, biological modelling, economics, healthcare and disaster management. He is regularly invited to present plenary papers at international conferences.

From 2002 to 2018, Peter was the Editor-in-Chief of Stochastic Models. He serves on the editorial board of Queueing Systems and, from the beginning of 2019, he will become the Editor-in-Chief of The Journal of Applied Probability and Advances in Applied Probability. He served on the Awards Committee of the Applied Probability Section of the Institute for Operations Research and Management Science (INFORMS) from 2005-2007 and has been co-chair of the INFORMS committee for the Nicholson Prize, awarded for the best student paper in operations research.

From February 2006 to February 2008, Peter was Chair of the Australia and New Zealand Division of Industrial and Applied Mathematics (ANZIAM), and from September 2010 to September 2012 he was the President of the Australian Mathematical Society. In 2013 he was awarded a Laureate Fellowship by the Australian Research Council and he is currently Director of the Australian Research Council Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS).