Date: Thursday, March 28, 2013
Location: 3096 East Hall (5:10 PM to 6:00 PM)
Title: A Hamilton-Jacobi equation for the continuum limit of non-dominated sorting
Abstract: Given a finite partially ordered set, one can arrange the points in the set into layers in the following way. The first layer is the set of minimal elements with respect to the partial order. The second layer is obtained by removing the first layer, and finding the minimal elements in what remains. Further layers are obtained recursively by repeatedly removing the set of minimal elements. When applied to points in Euclidean space with the usual partial order this algorithm is called non-dominated sorting. It is a fundamental algorithm in multi-objective optimization and has connections to many important problems in combinatorics and probability. In this talk I will sketch the proof of a new result which shows that the layers obtained by non-dominated sorting of random points in Euclidean space converge almost surely, in the large sample size limit, to the level sets of a function which satisfies a Hamilton-Jacobi equation in the viscosity sense. The talk will be at a basic level and will be accessible to all graduate students.
Speaker: Jeff Calder
Institution: University of Michigan
Event Organizer: Purvi Gupta
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