Pierre-Louis Poirion, who used to be a postdoc in the SYSMO team (now DASCIM), and is now at RIKEN Institute Tokyo, is coming to visit for a couple of weeks, partly supported by the H2020 MINOA project. He is going to give two seminars, both at 14:30 in Salle Philippe Flajolet (2nd floor, left side of the Turing building). The second seminar is entitled Random projections for linear and conic programs.
Abstract: We present a new random projection method that allows the reduction of the number of inequalities of a Linear Program (LP). More precisely, we randomly aggregate the constraints of a LP into a new one with fewer constraints, while approximately preserving the optimal value of the LP. We will also see how to extend this idea to conic programming.