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2001: Professor A. Nemirovski

Prof. Dr. A. Nemirovski (Technion, Institute of Technology, Haifa, Israel) visited TU Delft two months in the period from August 8 to October 8, 2001.

In all respects the visit has been exceptionally fruitful. Prof. Nemirovski gave some very inspiring lectures on the modern theory of convex optimization and some recent applications in Engineering, with special attention to modern modelling techniques nd robust optimization. The topics were chosen from a preprint of a book that appeared in October last year [4]. He also gave one of the two main talks on the Stieltjes afternoon, on September 17, 2001. A paper based on this talk was submitted to Nieuw Archief voor Wiskunde and is likely to be accepted (after revision) [8].

During the visit an intensive scientific cooperation evolved, which resulted in a number of papers. One of these, written for a broad audience, has already been published [7]. Another one is accepted for publication in one of the three top journals in the field of Optimization [5]. The remaining three papers resulting from the cooperation are or will be submitted for publication [1], [2], [3]. It happened that the visit of prof. Nemirovski partially overlapped with the visit of prof.dr. A. Ben Tal (from the same institute), who at that time spent a one year sabbatical leave in Delft as a guest professor. Prof.dr. A. Ben Tal was partially supported by a visitors grant of NWO. He also took part in the cooperation. An extended abstract ([6]) of [5] was presented by the undersigned at the ICOTA 2001 meeting in Hong Kong (December 2001) and was awarded the Best Theoretical Paper Award.

It is reasonable to expect that the cooperation initiated by the visit of the Stieltjes Professor 2001 will be continued in the future. Also on behalf of prof. Nemirovski and of the Optimization Group in Delft, I would like to express my great appreciation to the Stieltjes Institute for this excellent opportunity to start an exciting cooperation.

C. Roos


[1] F.D. BARB, A. BEN TAL, A. NEMIROVSKI, Robust dissipasivity of interval uncertain systems, Submitted to SIAM Journal on Control and Optimization.

[2] F.D. BARB, A. BEN TAL, A. NEMIROVSKI, Robust model reduction of interval uncertain systems via semidefinte programming. In preparation.

[3] F.D. BARB, A. BEN TAL, A. NEMIROVSKI, C. ROOS, Extended matrix cube theorems and structured singular values. Submitted to SIAM Journal on Optimization.

[4] A. BEN TAL, A. NEMIROVSKI, Lectures on Modern Convex Optimization. Analysis, Algorithms and Engineering Applications, Volume 1 of MPS/ SIAM Series on Optimization, SIAM, Philadelphia, U.S.A., 2001, ISBN 0-89871-491-5.

[5] A. BEN TAL, A. NEMIROVSKI, C. ROOS, Robust solutions of quadratically constrained uncertain programs. To appear in SIAM Journal on Optimization.

[6] A. BEN TAL, A. NEMIRIOVSKI, C. ROOS, Robust versions of convex quadratic and conic-quadratic problems. In D. Li, editor, Proceedings of the 5th International Conference on Optimization Techniques and Applications (ICOTA 2001), Volume 4, pages 1818-1825, Hong Kong, 2001. Contemporary Development Company, ISBN 962-86475-4-7. (ICOTA 2001 Best Theoretical Paper Award.)

[7] A. BEN TAL, A. NEMIROVSKI, Optimaal ontwerp van vakwerken. ITW-Nieuws, 11(3):23-28, 2001.

[8] A. NEMIROVSKI, On Approximation Matrix Norms. Submitted to Nieuw Archief voor Wiskunde.

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Next: Publications Up: Stieltjes Visiting Professor Previous: 2000: Professor C. Foias