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IOE 899: Seminar in Industrial and Operations Engineering
Wed Nov 18, 2009, 4:00-5:00pm, 1680 IOE

Tamas Terlaky, Lehigh University
"Three Decades of Polynomial Time Algorithms for linear Optimization "

Abstract
In 1979 Khachiyan proposed the first polynomial time algorithm for linear programming, and the 1984 paper of Karmarkar launched the age of Interior Point Methods (IPMs). Hundreds of polynomial time algorithms were designed in the last three decades. Interior point software implementations have challenged traditional software, and frequently surpassed their performance. All aspects of linear and nonlinear optimization had to be revisited. Polynomial time IPMs have been generalized to smooth convex optimization problems, and IPMs were successfully implemented to solve general nonlinear optimization problems as well. New problem classes, such as second order conic and semidefinite optimization problems are now efficiently solvable by IPMs. Novel concepts of sensitivity analysis and robust optimization were introduced. The new paradigms opened never seen opportunities to solve large important classes of engineering and medical optimization problems. Three decades after the publication of Khachiyan's path breaking paper, this talk attempts to review the impact of polynomial time algorithms on the theory and practice of optimization.
 
Bio
Dr. Tamás Terlaky is the George N. and Soteria Kledaras '87 Endowed Chair Professor, Department Chair Industrial and Systems Engineering, Lehigh University, Bethlehem, PA, USA. M.Sc. Mathematics (1979, Eötvös University, Budapest), Ph.D. Operations Research (1981, Eötvös University, Budapest) , CSc (1985) and DSc (2005) from the Hungarian Academy of Sciences. Prior to his current appointment at Lehigh University, he has previously taught at Eötvös University, Budapest, Hungary; Delft University of Technology, Delft, The Netherlands; McMaster University, ON, Canada. At McMaster he also served as the founding Director of the School of Computational Engineering and Science. Tamás Terlaky has published four books, edited over ten books and journal special issues, published over 160 research papers. Topics include theoretical and algorithmic foundations of operations research, such as the invention of the criss-cross method, interior point methods, worst case examples of the central path, nuclear reactor core reloading optimization, oil refinery and VLSI design optimization, robust radiation therapy treatment optimization. Dr. Terlaky is founding editor-in-chief of the journal, Optimization and Engineering. Terlaky has served as associate editor of seven journals, he has served as conference chair, conference organizer, and distinguished invited speaker at conferences all over the World. He is member and former chair and officer of numerous professional organizations, Chair of the Continuous Optimization Steering Committee of the Mathematical Programming Society, and Fellow of the Fields Institute, Canada. He has received the MITACS Mentorship Award for his distinguished graduate student supervisory record. Dr. Terlaky’s research interests include high-performance optimization methods, optimization models, algorithms and software, and solving optimization problems in engineering sciences.

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