TITLE: Duality theory via Fourier-Motzkin Elimination
SPEAKER: Chris Ryan
ABSTRACT:
We explore how Fourier-Motzkin elimination, a standard tool infinite dimensional linear programming, can be used to understand the duality theory of more general optimization problems, including semi-infinite linear programming, convex, and conic programming.
This is joint work with Amitabh Basu (Johns Hopkins) and Kipp Martin (University of Chicago).
Short Biography:
Chris is currently an assistant professor in operations management at the University of Chicago Booth School of Business. He has two major research interests. The first is in optimization theory, including infinite dimensional optimization, bilevel optimization, discrete optimization, and computational game theory.