Latest Past Events
OR Seminar – Algorithmic, combinatorial, and geometric aspects of linear optimization
Bahen Centre 40 St George St, TorontoAntoine Deza (McMaster University) Abstract The simplex and interior point methods are currently the most computationally successful algorithms for linear optimization. While the simplex methods follow an edge path, the interior point methods follow the central path. The algorithmic issues are closely related to the combinatorial and geometric structure of the feasible region. Focusing on the analysis […]
Bootcamp on Machine Learning for Finance
The Fields Institute 222 College Street, TorontoThe Bootcamp on Machine Learning for Finance is a highly anticipated follow up to two very successful events previously held at the Fields Institute in May 2015 (Workshop on Big Data in Commercial and Retail Banking) and May 2017 (Big Data for Quants Boot Camp), focusing on training graduate students and financial practitioners in state-of-the-art […]
OR Seminar: Matrices with lexicographically-ordered rows
Bahen Centre 40 St George St, TorontoSpeaker: Gustavo Angulo, Pontificia Universidad Católica de Chile Date/Time: August 20, 2019, 12:00pm-1:00pm Location: Bahen Centre, Room 1240 Abstract: The lexicographic order can be used to force a collection of decision vectors to be all different, i.e., to take on different values in some coordinates. We consider the set of fixed-size matrices with bounded integer […]