WCOM Titles and Abstracts
5 May 2001
(Click here for the schedule.)


Heinz Bauschke
Department of Mathematics
Okanagan University College

The method of cyclic projections --- the inconsistent case

Abstract:
The method of cyclic projections is an algorithm for solving convex feasibility problems in Hilbert space: a starting point is projected onto the first set, the resulting point onto the second, and so on, until the last set is visited and the cycle starts anew.

It is well known that this method converges weakly to a point in the intersection of the constraints --- assuming there is one! The inconsistent case, however, is much less clear and will be the focus of my talk. I will present classical and recent results, and tantalizing conjectures.
James V. Burke
Department of Mathematics
University of Washington

Approximating of subdifferentials by random sampling of gradients

Abstract:
Many interesting non-smooth functions on Euclidean space are in fact differentiable almost everywhere. All Lipschitz function have this property, but so do non-Lipschitzian functions such as the spectral abscissa of a matrix. In practise, the gradient, when it exists, is often easy to compute. In this talk, we investigate to what extent one can approximate the Clarke subdifferential of such functions by the convex hull of randomly sampled gradients in the neighborhood of a point of interest. We also show how these ideas can be used to construct successful numerical methods for minimizing non-smooth and potentially non-Lipschitzian objective functions.
Lisa Korf
Department of Mathematics
University of Washington

Duality Theorems in Stochastic Programming

Abstract:
This talk will give an overview of some of the existing duality theorems in stochastic programming in the setting of an infinite probability space. These theorems provide dual problems whose solution space (in the second variable) is L1. They are, however restricted to primal constraint functions which lie in Lºº, and problems satisfying rather stringent constraint qualifications such as strict feasibility, boundedness of the constraint set, and relatively complete recourse. These restrictions are not satisfied by a lot of emerging applications, notably in mathematical finance. A new duality theory is presented which allows the constraint functions to lie in L1, does not require the constraint sets to be bounded, and relies on much weaker constraint qualifications to achieve dual problems whose solution space (in the second variable) is Lºº. A motivating example from mathematical finance will be briefly noted.
Note: Please read Lºº as "L-infinity".
Mason Macklem
Department of Mathematics and Statistics
Simon Fraser University

Current Models in Image Quality Evaluation

Abstract:
Traditionally, objective image quality assessment focussed on the Mean-Squared Error (MSE) model; image quality can be represented by a single number, calculated using only local, ie. pixel-wise, comparison of image matrices. With the evident failure of this model, focus has shifted towards observed trends in human vision; results from psychophysical experiments have replaced mathematical analysis independent of the visual system. This talk will briefly summarize the Human Visual System (HVS) image quality model, and will present results from an open implementation of one particular evaluation model.
R. T. Rockafellar
Department of Mathematics
University of Washington

Variational Geometry and Equilibrium

Abstract:
Variational inequalities and even quasi-variational inequalities, as a means of expressing constrained equilibrium, have utilized geometric propteries of convex sets, but the general theory of tangent cones and normal cones has yet to be fully exploited. Much progress has been made in that theory in recent years in understanding the variational geometry of nonconvex sets as well as convex sets and in applying it to optimization problems. Parallel applications to equilibrium problems could be pursued now as well.

In this talk, it will be explained how normal cone mappings and their calculus offer an attractive framework for many purposes, and how the properties of the graphs of such mappings furnish powerful tools for use in ascertaining how an equilibrium is affected by perturbations. Many challenges remain, however, in developing conditions that guarantee the existence of an equilibrium in a nonconvex setting.
Stephen M. Simons
Department of Mathematics
University of California, Santa Barbara

Hahn-Banach and minimax theorems

Abstract:
We introduce a generalized form of the Hahn--Banach theorem, which we will use to prove various classical results on the existence of linear functionals, and also to prove a minimax theorem.

We will also explain why one cannot generalize the minimax theorem too much, in the sense that any reasonable attempt to generalize the minimax theorem to a pair of noncompact sets is probably doomed to failure.

We will, however, mention an unreasonable generalization that is true, hard and related to R. C. James's "sup theorem''.
Herre Wiersma
Department of Mathematics and Statistics
Simon Fraser University

A C1 function that is even on a sphere and has no critical points in the ball

Abstract:
I will construct a real-valued C1-function on the closed ball in R2 that is even on the boundary of the ball, and has no critical points inside the ball. This provides a counterexample to a nonsmooth Rolle-type theorem sought in Borwein and Fitzpatrick's paper, "Duality Inequalities and Sandwiched Functions".
Jim Zhu
Department of Mathematics and Statistics
Western Michigan University

Necessary conditions for constrained optimization problems in smooth Banach spaces and applications

Abstract:
We derive necessary optimality conditions for constrained minimization problems with lower semicontinuous inequality constraints, continuous equality constraints and a set constraint in smooth Banach spaces. Then we apply these necessary optimality conditions to derive subdifferential representations of singular normal vectors to the epigrah and the graph of functions, subdifferential calculus and necessary optimality conditions for mathematical programs with equilibrium constraints.