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On solving bilevel optimization problems: a playground for variational analysis


Academic Report 

Title: On solving bilevel optimization problems: a playground for variational analysis

Reporter: Jane J. Ye, University of Victoria

Time: November 3,2017 (Friday) PM 16:00-17:00

Location: A#1101 room, Innovation Park Building

Contact: LIU Yongchao (tel: 84708351-8141)


Abstract: A bilevel optimization problem is a sequence of two optimization problems where the constraint region of the upper level problem is determined implicitly by the solution set to the lower level problem. It can be used to model a two-level hierarchical system where the two decision makers have different objectives and make their decisions on different levels of hierarchy. Recently more and more applications including those in machine learning have been modelled as bilevel optimization problems. In this talk, I will discuss issues, challenges and discovery I encountered in trying to solve this class of very difficult optimization problems and illustrate that bilevel optimization problems provide a huge playground for variational analysis.


The brief introduction to the reporter: Born and educated in Southeast China, Jane graduated with a B.Sc. in pure mathematics from Xiamen University in 1982. After arriving in Canada, she earned an MBA degree in from Dalhousie University in 1986. Jane held a Killam postgraduate scholarship from Dalhousie University from 1987 to 1990, while completing a PhD in applied mathematics under the supervision of Professor Michael Dempster. In 1990, she was a postdoctoral researcher at the Centre de Recherches Mathématiques under the supervision of Professor Francis Clarke, before joining the University of Victoria in 1992 as an NSERC Women's Faculty Award holder. She attained full professorship at UVic in 2002.

Dr. Ye has been a visiting professor at Université de Pau France, Université de Perpignan, Université de Toulouse III, Hong Kong Polytechnic University, and Xiamen University. She was the recipient of the Canadian Mathematical Society's 2015 Krieger-Nelson Prize.