High Performance Optimization: Theory, Algorithm Design and Engineering Applications

This project short webpage at Mprime; and project highlights form

Project Leaders

Dr. Miguel F. Anjos, Associate Professor, Department of Mathematics and Industrial Engineering, École Polytechnique du Montréal

Dr. Anthony Vannelli, Dean of the College of Physical and Engineering Science, University of Guelph

Project Description

Whether computers become faster, power supply more reliable, or cancer treatment more effective, the common driving force underlying modern technological, economic, and social prosperity is high performance optimization. The multidisciplinary "High Performance Optimization" team combines leading experts and researchers in the areas of mathematical and engineering sciences who are developing novel sophisticated models and state-of-the-art optimization algorithms to solve these models with the ultimate goal to achieve innovative solutions to problems of critical importance in electrical, financial, and biomedical engineering.

The "High Performance Optimization" team has been demonstrating continued success in developing highly efficient optimization algorithms for both well-structured and ill-posed optimization problems while analyzing their complexity and worst-case behavior. Further development of the celebrated SeDuMi optimization software package, that has thousands of academic and industrial users worldwide, is one of the major accomplishments and main priorities of this initiative.

For some of the most complex circuit design and wireless communication problems, the team has provided powerful approximation algorithms that have excellent theoretical bounds and find close to optimal solutions of guaranteed quality in very short time, outperforming even the best previously known heuristic methods. The team has also been developing novel game theoretical models to enable secure, reliable and affordable power supply in competitive electricity markets and explored innovative approaches for maximizing system security in optimization-based dispatch and pricing tools. Moreover, this team is heavily engaged in advancing the curative treatment of cancer by providing specialized optimization models and customized algorithms to support intensity-modulated radiation therapy, the current state-of-the-art tool for cancer treatment utilized by hospitals and medical centers all around the world.