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).

The paper for the talk can be found here:http://pubsonline.informs.org/doi/abs/10.1287/moor.2014.0665

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.
Chris¹s second is optimization and decision-making in interactive entertainment and online services. He is currently collaborating with several companies in the video game industry to apply novel optimization techniques for video game analytics, pricing and design.