ISE Seminar Series

Speaker: Dr. Sam Burer, University of Iowa

Lecture: On the Semidefinite Representability of Continuous Quadratic Submodular Minimization with Applications to Moment Problems

Abstract: We show that continuous quadratic submodular minimization over n bounded variables has a semidefinite relaxation that is provably exact when n is at most 3. The proof relies on a fundamental connection to copositive optimization. In addition, based on extensive numerical testing, we conjecture that the relaxation is exact for all n. We apply this relaxation to two moment problems in distributionally robust optimization and covariance bound computation. This work advances the study of continuous submodular minimization and introduces new applications therein.

Joint work with Karthk Natarajan (Singapore University of Technology and Design).

Bio: Sam Burer is the Tippie Rollins Professor and Department Chair in Business Analytics at the University of Iowa. He earned his Ph.D. from Georgia Tech, and his research centers on optimization. He has received the INFORMS Computing Paper Prize and the SIAM Optimization Test of Time Award. His work has been supported by National Science Foundation grants, including a CAREER award. He currently serves as an area editor for Operations Research and an associate editor for Mathematical Programming. He teaches across all levels of business education, was founding faculty director of two Master’s programs, and received the University of Iowa’s President and Provost Award for Teaching Excellence.