2019-07-24 –, Elm A
Polynomial and moment optimization problems are infinite dimensional optimization problems that can model a wide range of problems in engineering and statistics. In this minisymposium we show how the Julia and JuMP ecosystems are particularly well suited for the effortless construction of these problems and the development of state-of-the-art solvers for them.
Polynomial and moment optimization problems are infinite dimensional optimization problems that can model a wide range of problems such as shape-constrained polynomial regression, optimal control of dynamical systems, region of attraction, polynomial matrix decomposition, smooth maximum-likelihood density estimation, AC power systems, experimental design, and computation of Nash equilibria. In this minisymposium we show how the Julia and JuMP ecosystems are particularly well suited for constructing and solving these problems. In particular, we show how the JuMP extensions SumOfSquares/PolyJuMP allow for an effortless construction of these problems and how they provide a flexible and customizable building block for additional packages such as JuliaMoments. We also show how various features of the Julia programming language are used in the state-of-the-art solvers Hypatia.jl and Aspasia.jl. Finally, we showcase specific uses of these tools for applications in engineering and statistics.
Juan Pablo Vielma is an associate professor at MIT’s Sloan School of Management and is also associated to MIT’s Operations Research Center. Juan Pablo’s research interests include the development of theory and technology for mathematical optimization and their application to problems in marketing, statistics and sustainable management of energy and natural resources. Juan Pablo is the Ph.D. advisor of two of the creators of JuMP and continues to be closely involved in JuMP’s development. Some projects he is currently associated with are the Pajarito, Hypatia and Aspasia Solver, JuMP’s extension for piecewise linear optimization and the Cassette and Capstan tools.
PhD student at the Operations Research Center at MIT.
Doctoral student at MIT Operations Research Center, advised by Juan Pablo Vielma