[Colloquium] SSC Seminar by Dick Cottle on Oct 3 @ 4:30PM in Eckhart 133

[Ninfa Mayorga]

Professor Dick Cottle will be giving a very interesting talk in the
Department of Statistics' SSC Seminar on Oct 3 ( PDF: j.mp/192Yv6G ).

If you would like to meet Dick during the day one-to-one before the
seminar, please let me know and I will help to arrange.

Please forward the following talk information to anyone who may be
interested or mailing list in your department.  Thank you.

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

THURSDAY, October 3, 2013, at 4:30 PM, in Eckhart 133, 5734
S. University Avenue

Scientific and Statistical Computing Seminar by

RICHARD COTTLE, Department of Management Science and Engineering,
Stanford University

Title: On William Karush and the KKT Theorem: A Chicago Story

Abstract:
This talk is about William Karush and his role in the
Karush-Kuhn-Tucker theorem (KKT theorem) of nonlinear programming.  It
will retell the story of fundamental optimization results that he
obtained in his master's thesis: results that he neither published nor
advertised and that were later independently rediscovered and
published by Harold Kuhn and Albert Tucker.  The principal
result---which concerns necessary conditions of optimality in the
problem of minimizing a function of several variables constrained by
inequalities---first became known as the Kuhn-Tucker theorem.  Years
later, when awareness of Karush's pioneering work spread, his name was
adjoined to the name of the theorem where it remains to this day.
Still, the recognition of Karush's discovery of this key result left
two questions unanswered: why was the thesis not published? and why
did he remain silent on the priority issue?  After learning of the
thesis work, Kuhn wrote to Karush stating his intention to set the
record straight on the matter of priority, and he did so soon
thereafter.  In his letter to Karush, Kuhn posed these two questions,
and Karush answered them in his reply.  These two letters will be
quoted here.  In addition to this vignette, the talk will offer a
biographical sketch of Will Karush, a native of Chicago and holder of
three degrees in mathematics from the University of Chicago; it will
close with a further mystery in the time line of the discovery of
Karush's work.
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
-- 
Sou-Cheng Choi
Research Scientist, Computation Institute,
University of Chicago/Argonne National Laboratory.
Research Assistant Professor, Department of Applied Mathematics,
Illinois Institute of Technology.
Homepage:  home.uchicago.edu/sctchoi


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