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Speaker
Kurt Anstreicher
Tippie Research Professor of Management Sciences
Department of Management Sciences
University of Iowa College of Business
Abstract
Relaxations for nonconvex quadratic optimization commonly use
the "Reformulation-Linearization Technique" (RLT) to replace bilinear and quadratic terms with new variables, adding constraints that are implied by upper and lower bounds on the original variables. For two original variables, RLT constraints and semidefiniteness give an exact convex reformulation for nonconvex box-constrained quadratic programming (QPB). In any dimension,projecting out the quadratic variables in an instance of QPB produces the Boolean Quadric Polytope (BQP) associated with quadratic optimization over Boolean variables. Polyhedral combinatorics of the BQP can therefore be used to strengthen convex relaxations for QPB and more general nonconvex quadratic optimization problems. We describe recent theoretical and computational results.
Bio
Kurt M. Anstreicher is the Tippie Research Professor of Management Sciences at the University of Iowa College of Business. Professor Anstreicher received his P.h.D from the Department of Operations Research at Stanford University in 1983, under the direction of George Dantzig. He was an assistant and associate professor of Operations Research at Yale University from 1982-1991, and went to the University
of Iowa as a professor of Management Sciences in 1991. He was appointed Daly Professor in 1998, and Tippie Research Professor in 2002.
Professor Anstreicher is an internationally recognized researcher in continuous optimization. He has authored approximately 50 journal articles, mainly in the area of interior-point algorithms for linear and nonlinear programming. In 2002 he was awarded (joint with N. Brixius,
J.P. Goux, and J. Linderoth) the SIAM Activity Group on Optimization (SIAG/OPT) Prize for the best paper in optimization in 2000-2002. He was an associate editor of the SIAM Journal on Optimization from 1991-1997, and was named co-editor of Mathematical Programming Series A in 1999. He was a member of the ORSA (now INFORMS) Lanchester Prize committee in 1991, and the Mathematical Programming Society (MPS) Tucker Prize committee in 1997 and 2000. He served on the elected Council of the MPS from 1997 to 2000.
Professor Anstreicher received the MBA Faculty Member of the Year award at the University of Iowa School of Management in 1993 and 1996, and the MBA Core Faculty Member of the Year award in 2000. In 2002 he received the G.R.E.A.T. Teaching Award from the graduating Executive MBA class. He was cited as an outstanding faculty member at the University of Iowa School of Management in the fourth (1995), fifth (1997) and seventh (2001) editions of The Business Week Guide to the Best Business Schools.
