Institute for Advanced Study Informal Astrophysics Seminar

In science and engineering many problems can be described as optimization problems. Many of these problems are somewhat vaguely defined and are best solved by clever heuristics. But also, many are very precisely defined and are best solved by carefully developed algorithms that quickly converge to an optimal solution. I work in this latter regime. In the talk I will define some of the types of constrained optimization problems for which efficient algorithms exist. I will then discuss some of the issues that arise in expressing these problems so that the algorithms run fast and I will give a brief introduction to one of the tools that makes this expression easy to do. Lastly, I will illustrate these ideas by discussing a few real examples that are relevant in the world of astrophysics.