Journées de l'optimisation 2022

HEC Montréal, Québec, Canada, 16 — 18 mai 2022

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Plenary III

17 mai 2022 09h00 – 10h00

Salle: Amphitéâtre Banque Nationale

Présidée par Sebastien Le Digabel

1 présentation

  • 09h00 - 10h00

    Random Projections in Mathematical Programming: Survey and New Directions

    • Leo Liberti, prés., CNRS LIX, École Polytechnique

    Random projections are random matrices that decrease the dimensionality of a finite set of vectors while guaranteeing approximate congruence of the high and low dimensional point sets. Their application to Mathematical Programming yields projected formulations with fewer constraints or variables (or, occasionally, both), which can be solved faster than their full-dimensional counterparts, and provide: reasonable bounds on the optimal value, and approximately feasible solutions. I am going to provide a summary of the work done so far in LP, SDP, QP, then discuss current work.

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