Optimization and Variational Analysis
Applications of optimization, including stochastic optimization, are
emphasized in projects which combine theory and computation in cooperation
with nearby industries such as Boeing.
At the UW we have an interdisciplinary program in
theoretical, numerical, and applied optimization. The core
faculty are Professors Jim Burke, and
Terry
Rockafellar.
Current
research activities of this group include collaborative activities in the
Departments of Statistics
(numerical methods for robust statistics),
Bioengineering
(population analysis and biomedical imaging), Computer
Science and Engineering (Markovian decision processes), Finance
(portfolio
optimization), and the School of
Fisheries (hydro-power optimization). Most
of these projects have graduate student involvement.