Workshop on Numerical Linear Algebra and Optimization

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This grant provides travel support for US scientists to a three-day "Workshop on Numerical Linear Algebra and Optimization", to be held August 8-10, 2013 at the University of British Columbia, Vancouver, Canada. The workshop has the following three objectives: (1) to bring together the community of linear algebra and optimization in order to foster interaction and explore the rich area at the intersection of these two research fields; (2) to seek application of these problems in fields like machine learning and control; and (3) to promote and discuss the issue of actively using large-scale numerical linear algebra tools in scientific and industrial optimization. One of the main areas the workshop will focus on is eigenvalue optimization, which has received a lot of attention recently and which is studied by the two communities from different perspectives.Optimization is a large field of research, with applications ranging from economics and engineering to national security, energy, and climate understanding. Examples of problems that can be solved with the help of optimization include maximizing profit or minimizing waste when manufacturing a variety of goods under raw material constraints; computer-based learning to classify objects (e.g., distinguishing tanks from trees); designing stronger buildings subject to volume and environmental constraints; and making planes safer by avoiding certain undesirable vibration frequencies. Solutions to such optimization problems need to make use of linear algebra quantities (like eigenvalues), and extensive calculations of such quantities must be done with care and in the most efficient way. This is a central task in numerical linear algebra, the tools of which have been adopted and adapted by various optimization communities to suit their needs. There is a very rich area of research at the interface between these two fields of optimization and numerical linear algebra, and the organizers of this workshop aim to see both communities work together toward addressing the important problems that arise in industry.