Seminars
Seminar 

TITLE  Minimization of a Regression Function with Application to Problems in Machine Learning  SPEAKER  Prof. Sid Yakowitz Systems and Industrial Engineering Department, University of Arizona, Tucson, Arizona, USA  WHEN  2:15 PM, Monday, January 20, 1997  WHERE  Theatre B, Richard Berry Building, The University of Melbourne  ABSTRACT  Classical tasks in machine learning as well as many popular parlor games and operations research problems can be abstracted to the statistical task of finding the minimum of a discontinuous regression function on the basis of noisy measurements. In applications, the regression function is erratic, and popular techniques such as stochastic approximation and simulated annealing are inappropriate. Ideas and convergence properties from the realm of random search are surveyed, and results of automatic learning experiments with the 8puzzle, blackjack, and epidemic control are shared. Through case studies and theory, the speaker will contend that this problem area has deep ramifications with respect to bringing statistics and computers to bear on practical activities. Moreover, stochastic minimization raises tantalizing theoretical questions.  CONTACT  Moshe Sniedovich, Tel: 9344 5559, Email: moshe@maths.mu.oz.au We regret that we cannot offer free parking to participants. 

Seminar 

TITLE  On smoothing continuation methods for variational inequalities and nonlinear complementarity problems.  SPEAKER  Dr Xiaojun Chen School of Mathematics, University of New South Wales  WHEN  3.15PM, Thursday, 3 July 1997  WHERE  Thomas Cherry Room, Richard Berry Building, University of Melbourne  ABSTRACT  This talk presents an overview of the recent developments in smoothingmethods for the variational inequality problem (VIP) and the nonlinear complementarity problem (NCP). The VIP and the NCP with a continuous mapping f from R^n into itselfcan be written as the system of equations F(x)=0. Here F:R^n\to R^nis locally Lipschitzan continuous but possibly not differentiable. Smoothing methods use parametric differentiable functions to approximate F and trace a trajectoryconsisting of solutions of the smooth systems until the parameter attains 0.We will discuss the following features of the smoothing methods for the NCP: It is well defined and any accumulation point is a solution x* of the NCP if f is a P_0 function.
 The sequence {xk} for k=1,2 ... generated by the method is bounded and globally converges to x* if f is a P_0 and R_0 function or f is a monotone function with a feasible interior point.
 The sequence {xk} is locally superlinearly convergent to x* if the generalized Jacobian of F at x* is nonsingular.
 It finds a solution in finite steps if f is an affine function.
 It solves a system of linear equations at each step.
 It starts from any point in R^n..
 CONTACT  Dr Danny Ralph, Email: moshe@maths.mu.oz.au 

Seminar 

TITLE  Bootstrap tests for common structure in a family of (auto) regressive models  SPEAKER  Professor Qiwei Yao University of Canterbury  WHEN  23 July 1997, 1.00  2.30 PM  WHERE  RMIT, Department of Statistics and Operations Research 360 Swanston Street, Building 8, Level 9 Room 66  ABSTRACT  Motivated by some practical problems, two bootstrap tests areproposed for testing the common structure in a family of time seriesmodels. By using the ordinary bootstrap and wild bootstrap alternatively,we are able to test whether the autoregression functions as well as thevariances of error terms are the same. The asymptotic theory has beenestablished which justifies the use of bootstrap methods. The methodsare ready to be applied to general regression setup.  CONTACT  Kaye E. Marion, Email: k.marion@rmit.edu.au 

Seminar 

TITLE  Bootstrap tests for common structure in a family of (auto) regressive models  SPEAKER  Professor Qiwei Yao University of Canterbury  WHEN  23 July 1997, 1.00  2.30 PM  WHERE  RMIT, Department of Statistics and Operations Research 360 Swanston Street, Building 8, Level 9 Room 66  ABSTRACT  Motivated by some practical problems, two bootstrap tests areproposed for testing the common structure in a family of time seriesmodels. By using the ordinary bootstrap and wild bootstrap alternatively,we are able to test whether the autoregression functions as well as thevariances of error terms are the same. The asymptotic theory has beenestablished which justifies the use of bootstrap methods. The methodsare ready to be applied to general regression setup.  CONTACT  Kaye E. Marion, Email: k.marion@rmit.edu.au 

Seminar 

TITLE  Mathematical Programming Approaches to Machine Scheduling Problems: an Assessment"  SPEAKER  Prof. JATINDER N. D. GUPTA Department of Management, Ball State University, Muncie, IN 47306, USA  WHEN  Thursday 24 July 1997, 12.00  13.00  WHERE  Classroom D, Richard Berry Building, University of Melbourne  ABSTRACT  This paper considers the combinatorial optimization problemsassociated with scheduling a given number of jobs on a specifiednumber of machines to optimize a some well defined measure ofperformance. These problems can be formulated as mixedintegerprogramming problems. Starting with a brief overview of themachine scheduling problems, some recent developments in the useof mathematical programming formulations for the flowshopproblems are explored and an assessment is made as to thecomputational feasibility of using such approaches for solvingpractical machine scheduling problems.  CONTACT  Dr Natahsia Boland, Department of Mathematics and Statistics, University of Melbourne 

Seminar 

TITLE  EXCURSIONS IN SCHEDULING THEORY  SPEAKER  Prof. JATINDER N. D. GUPTA Department of Management, Ball State University, Muncie, IN 47306, USA  WHEN  Friday 25 July 1997, 11.30  12.30  WHERE  Swinburne University of Technology, Engineering Building, Room EN309  ABSTRACT  This seminar is designed to provide an excursion into various scheduling problems arising in the manufacturing environment and possible approaches that can be taken to solve some of these problemsThe seminar reviews the literature from one specific perspective from one researcher`s viewpoint and describes the mental and professional development of one person in understanding the complex field of production management in general and scheduling theory in particular.This seminar will cover the fundamental frameworks of scheduling theory, outlining various approaches that can be taken to solve (optimally or approximately) such problems, and the difficulties arising in their practical use. Specific detailed techniques of solution algorithms will not be covered in this seminar as they are better discussed in individual encounter.  CONTACT  David Noble (9214 8266 or dnoble@swin.edu.au) 

Seminar 

TITLE  SIMULATING RUIN PROBABILITIES AND THEIR DERIVATIVES  SPEAKER  Felisa VazquezAbad University of Montreal, Canada  WHEN  5:30PM, August 1, 1997  WHERE  Classroom D, Richard Berry Building, The University of Melbourne  ABSTRACT  We discuss the problem of estimating ruin probabilities by simulation, as well as their sensitivities with respect to the claim rates. When ruin is not certain, directsimulation of the system is not applicable, since there is no terminating criterion. Three alternative methods are discussed: Importance Sampling for rare events, a dual storage process, and direct simulation of the convolutionformula. RPA can be used to obtain pathwise derivatives w.r.t. the claim rate for the first two methods, and we use a likelihoodratio approach for the third method. We shall finish withnumerical comparisons of the efficiency of the estimators.  CONTACT  Moshe Sniedovich, Tel: 9344 5559, Email: moshe@maths.mu.oz.au We regret that we cannot offer free parking to participants. 

Seminar 

TITLE  Costing, Pricing and Inventory Control for DuraWills  SPEAKER  Peter Brooksbank, Managing Director, Euratech LtdDudley Foster, DNF Decision Sciences  WHEN  5:30 PM, Wednesday, August 20, 1997  WHERE  RMIT Room 8.9 66 (Building 8, Level 9, Room. 66) 

Seminar 

TITLE  Is it a hard problem, really? (Noddy and Big Ears' guide to abstract complexity theory)  SPEAKER  Dr Liz Sonenberg Department of Computer Science, University of Melbourne  WHEN  5:30 PM, Thursday, September 11, 1997  WHERE  Classroom D, Richard Berry Building, The University of Melbourne  ABSTRACT  In this presentation I will introduce basic ideas of complexity theory dating back to the 70's (i.e. ways of classifying problems into degrees of difficulty) and also discuss some recent advances in this area (i.e. updating with a somewhat idiosyncratic view of interesting results from the 90's).For the bulk of the presentation, no particular prior knowledge of this area of computer science will be assumed.
 CONTACT  Moshe Sniedovich, Tel: 9344 5559, Email: moshe@maths.mu.oz.au We regret that we cannot offer free parking to participants. 

Seminar 

TITLE  SIMULATED ANNEALING: SEARCHING FOR AN OPTIMAL TEMPERATURE SCHEDULE  SPEAKER  Dr Harry Cohn and Mark Fielding Department of Mathematics and Statistics, University of Melbourne  WHEN  5:30 PM, Thursday, September 18, 1997  WHERE  Classroom D, Richard Berry Building, The University of Melbourne  ABSTRACT  Most of the theoretical literature on simulated annealing deals with aproperty called convergence which asserts that the simulated annealingchain is in the set of global minima states of the objective functionwith probability tending to one. However, in practice the convergentalgorithms are considered too slow whereas a number of non convergent onesare usually preferred. We attempt a detailed analysis of varioustemperature schedules.Examples will be given when it is both practically and theoretically justifiedto use boiling, fixed temperature and even fast temperature schedules whichhave a small probability of reaching global minima. Applications to travellingsalesman problems of various sizes are also given.  CONTACT  Moshe Sniedovich, Tel: 9344 5559, Email: moshe@maths.mu.oz.au We regret that we cannot offer free parking to participants. 

Seminar 

TITLE  Some Applications of MIP and Heuristics to optimisation  SPEAKERS  Bertil Marksjo and Robert Parker CSIRO  Division of Building Construction and Engineering  WHEN  5:30 PM, Wednesday, October 15, 1997  WHERE  RMIT Room 8.9.66  ABSTRACT  Applications of MIP and Heuristics on the optimisation of the use ofinfrastructure for telecommunication networks, and planning for watersupply infrastructure and operational policies. This talk will highlight the merits of contrasting and combining complementary techniques. 

AGM
6:30PM, Wed 19 March 1997
Followed by a talk by Dr Bruce Craven. Make sure you put this in your diary to hear Bruce give an anecdodatal account of the formation and history of the Melbourne Chapter of ASOR.
Nomination forms will be circulated nearer to the AGM.
Student Conference
Wed 17 September, 1:305:30
Swinburne University of Technology
TAFE Building D, Room D121
AIOR WORKSHOPS
Business Modelling in Excel:
Two further Workshops in this series will be held at Swinburne University of Technology (Hawthorn Campus):
Wed October 1: Financial Modelling (Presenter: Dudley Foster)
Thurs October 2: Forecasting (Presenter: Harry Gielewski)
Cost for 1 day will be $325 for ASOR Members ($350 for nonmembers)
Cost for 2 days will be $600 for ASOR Members ($650 for nonmembers)
For further information and course leaflets, contact:
David Noble
Tel: 9214 8266
Fax: 9819 0821
Email: dnoble@swin.edu.au
EXECUTIVE COMMITTEE 1997  1998
Chairperson:
David Noble
School of Mathematical Sciences
Swinburne University of Technology
P O Box 218
HAWTHORN VIC 3122
Australia
EMail: dnoble@swin.edu.au
Tel: (W) + 613 9214 8266
FAX: 9819 0821
ViceChairperson:
Harry Gielewski
28 Kennedy Street
RESERVOIR VIC 3073
Australia
Email: harryg@matilda.vut.edu.au
Tel: (W) + 613 9350 4726
Mobile: 0414 650 110
Secretary:
Baikunth Nath (Dr)
School of Computing and Inform. Technology
Monash University
CHURCHILL VIC 3842
Australia
EMail: B.Nath@fcit.monash.edu.au
Tel: (W) + 613 9902 6468
FAX: 9902 6842
Treasurer:
Lutfar Khan (Dr)
Department of Computer and Mathematical Sciences
Victoria University of Technology
P O Box 14428, MCMC
MELBOURNE VIC 8001
Australia
EMail: Khan@matilda.vut.edu.au
Tel: (W) + 613 9688 4687
FAX: + 613 9688 4050
Committee:
Peter Cerone (Assoc Prof)
Department of Computer and Mathematical Sciences
Victoria University of Technology
PO Box 14428 MCMC
MELBOURNE VIC 8001
EMail: pc@matilda.vut.edu.au
tel: (W) + 613 9688 4689
FAX: + 613 9688 4050
Paul Lochert (Assoc Prof)
Department of Mathematics
Monash University
P.O. Box 197
CAULFIELD EAST VIC 3145
Australia
EMail: P.Lochert@sci.monash.edu.au
Tel: (W) + 613 9903 2647
FAX: + 613 9903 2227
Kaye E. Marion (Ms)
Department of Statistics & OR
RMIT
360 Swanston Street
MELBOURNE VIC 3000
Australia
EMail:
Tel: (W) + 613 9660 3162
FAX: + 613 9660 2454
Moshe Sniedovich (Dr)
Department of Mathematics and Statistics
University of Melbourne
PARKVILLE VIC 3052
EMail: moshe@mundoe.maths.mu.oz.au
moshe@mundoe.maths.mu.oz.au
WWW: http://www.maths.mu.oz.au/~moshe/
Tel: (W) + 613 9344 5559
FAX: + 613 9344 4599
Patrick Tobin
School of Mathematical Sciences
Swinburne University of Technology
P O Box 218
HAWTHORN VIC 3121
Australia
EMail: ptobin@swin.edu.au
Tel: (W) + 613 9214 8013
FAX: + 613 9819 0821
Dudley Foster
23 Wolseley Crescent
BLACKBURN VIC 3130
Australia
Tel: (W) + 613 9248 1069Mobile: 0417 342 272
Newsletter Editor
Harry Gielewski
28 Kennedy Street
RESERVOIR VIC 3073
Australia
Email: harryg@matilda.vut.edu.au
Tel: (W) + 613 9350 4726
Mobile: 0414 650 110
Student representative:
Luminita Baloi
Level 17, 452 Flinders Street
MELBOURNE VIC 3000
Australia
Email:
Tel: (W) 9229 6271
FAX: 9229 6292
ExOfficio:
Stephen Weal
Division of Swinburne at Lilydale
Swinburne University of Technology
Locked Bag 218
Lilydale VIC 3190
Australia
EMail: sweal@swin.edu.au
Tel: (W) + 613 9215 7131
FAX: + 613 9215 7070
Coopted:
Santosh Kumar (Professor)
Department of Applied Mathematics
National University of Science & Technology
P O Box 346, Bulawayo
ZIMBABWE
EMail: MANGENA@esanet.zw
 OR Solutions: Problem Solving through Quantitative Analysis
P.O.Box 2086
1/242 Bambra Road
Caulfield 3161
Tel: (03) 9578 6380
Fax: (03) 9578 2321
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APORS'97