Előadó: Tamás Terlaky

George N. and Soteria Kledaras '87 Endowed Chair Professor.

Dept. Industrial and Systems Engineering,

Lehigh University, Bethlehem, PA

Six Decades of Interior Point Methods: From Periphery to Glory

Abstract: The basic concepts of Interior Point Methods (IPMs) were introduced by Frish in 1950’s, and further developed in the 1960’s, among others by Fiacco-McCormick (SUMT) and Dikin (Affince scaling). By the early 70’s it was concluded that, mostly due to numerical instability, IPMs most probably will not be viable algorithms for solving large scale optimization problems.

Karmarkar’s 1984 paper and the subsequent “Interior Point Revolution” fundamentally changed the landscape of optimization.IPMs become the method of choice to solve large-scale linear optimization problems, new classes of conic and convex optimization problems become efficiently solvable. The new powerful algorithmic and software tools opened new areas of applications.In this talk we walk through the history of IPMs, highlight the scientific and computer technology advances that make the Interior Point revolution possible.

Biographical Sketch

Prior to his appointment at Lehigh U., where he served as the Chair of ISE 2008-2017, Prof. Terlaky has been professor in Hungary, The Netherlands, and Canada.At McMaster University he was a Canada Research Chair in Optimization, and also served as the founding Director of the School of Computational Engineering and Science.

Prof. Terlaky has published four books, edited over ten books and journal special issues and published over 180 research papers.Topics include theoretical and algorithmic foundations of mathematical optimization (e.g., invention of the criss-cross method, orientedmatroid programming), design and analysis of large classes of interior point methods, computational optimization, worst case examples of the central path, nuclear reactor core reloading optimization, oil refinery and VLSI design and robust radiation therapy treatment optimization, and inmate assignment optimization.

Prof. Terlaky is Founding Honorary Editor-in-Chief of the journal, Optimization and Engineering.He has served as associate editor of ten journals and has served as conference chair, conference organizer, and distinguished invited speaker at conferences all over the world.He was general Chair of the INFORMS 2015 Annual Meeting, a former Chair of INFORMS' Optimization Society, Chair of the ICCOPT Steering Committee of the Mathematical Optimization Society, currently Chair of the SIAM Activity Group on Optimization, he is Fellow of the Fields Institute, and Fellow of INFORMS.He received the MITACS Mentorship Award for his distinguished graduate student supervisory record, and the Award of Merit of the Canadian Operations Research Society. November 2017 he received the Wagner Prize of INFORMS and the Egerváry Award of the Hungarian Operations Research Society. He is class of 2018 Fellow of SIAM.