Monday, July 19

MS26
In Memoriam: Tom Coleman’s Contributions to Applied Mathematics and Optimization

4:15 PM - 6:15 PM

Thomas F. Coleman—a leader in optimization and scientific computing, professor at the University of Waterloo, and a SIAM Fellow—passed away on April 20, 2021. Tom served as the Director of the Theory Center at Cornell and then as Dean of the Faculty of Mathematics at the University of Waterloo. His research spanned continuous optimization, combinatorial scientific computing, automatic differentiation, financial optimization, mathematical software, etc. In this session, his wife and collaborator, Yuying Li, and five of his students and colleagues will describe the pioneering contributions that Tom made to these fields in his research.

Organizer: Stephen A. Vavasis
University of Waterloo, Canada
Henry Wolkowicz
University of Waterloo, Canada
Alex Pothen
Purdue University, U.S.

4:15-4:40 Model Calibration: Inversing, Data Learning, and Machine Learning abstract

Yuying Li, University of Waterloo, Canada

4:45-5:10 Tom Coleman’s Contributions to Constrained Nonlinear Optimization abstract

Stephen Wright, University of Wisconsin-Madison, U.S.

5:15-5:25 Tom Coleman’s Contributions to Combinatorial Scientific Computing abstract

Alex Pothen, Purdue University, U.S.

5:30-5:40 Graph Algorithms in Optimization and the Origins of Combinatorial Scientific Computing abstract

Bruce Hendrickson, Lawrence Livermore National Laboratory, U.S.

5:45-5:55 Tom Coleman's Journey into Computational Finance abstract

Peter Forsyth, University of Waterloo, Canada

6:00-6:10 Sequential Learning for Price Impact in Optimal Portfolio Execution abstract

Somayeh Moazeni, Stevens Institute of Technology, U.S.