Joi, 6 noiembrie 2025, de la ora 12, în sala e de la cădirea Mathematica, Prof. univ. dr. Habil. Sorin-Mihai GRAD de la ENSTA Paris / Polytechnic Institute of Paris va susține un mini-curs de 2 ore, cu titlul:

Algorithms in Vector Optimization

adresat masteranzilor, doctoranzilor și tuturor cercetătorilor interesați. Prelegerea se face sub egida institutului STAR-UBB în cadrul programului Advanced Fellowship.

Abstract:

In this two-part minicourse we discuss about some recent algorithmic developments in Vector Optimization.

On short, one talks about a vector / multiobjective optimization problem when several (usually conflicting) objective functions need to be simultaneously optimized (in a certain sense). Various applications from fields like Economics, Finance, Medicine or Logistics can be modeled as vector optimization problems. The classical example of a vector optimization problem relies on Markowitz’s portfolio optimization model where the risk needs to be minimized while at the same time the expected return should be maximized.

The first hour will be dedicated to introducing / recalling some basic facts in Multiobjective / Vector Optimization, such as solution notions, useful tools, fundamental results, scalarization approaches, examples of problems.

During the second part, emphasis will be placed on recent contributions on algorithmic methods for solving vector optimization problems. Extensions of Newton’s algorithm and of gradient descent methods for solving multiobjective optimization problems will be discussed. In particular we will talk about the existing generalizations of proximal point methods towards Vector Optimization and about approaches towards solving vector optimization problems by means of dynamical systems. (A recent contribution of the speaker to solving smooth multiobjective optimization problems will be presented with more details in the previous research seminar talk.)

Various open questions will be highlighted during the presentation.