Faculty of Engineering and Natural Sciences

 

IE 551 - Graduate Seminar

 

“An Easy Interpretation of Lagrangean Duality and Its Relation to LP Duality and Minimax Results”

by

J.B.G Frenk
 

Econometric Institute, Erasmus University, Rotterdam, The Netherlands

Biography:  Hans Frenk is associate professsor of Operations Research at the Econometric Institute of the Erasmus University in Rotterdam, the Netherlands. His PhD. thesis started in stochastic processes (renewal theory and regenerative processes) and through the years he also got interested in optimization and convex analysis. At the moment his reseach is in stochastic models, optimization theory, convex/quasiconvex analysis and the application of stochastic and deterministic techniques to problems in Management Science and Engineering. He published both in theoretical and applied journals. Since he is teaching and has taught a lot of different topics to economics and econometrics students (statistics, simulation, stochastic processes, integer programming, linear programming, modelling and applications of Operations Research to Management Science) he is also interested for educational purposes in constructing the most elementary proofs of fundamental concepts within optimization and stochastic processes.

Jan. 26, 2005, Place: 13:40-14:30, FENS G035