When: May 5, 2014, 4:00 PM–5:00 PM
Cost: Free and open to campus.
Contact: 608-316-4401, email@example.com
WID’s Optimization research area welcomes Robert Vanderbei for a WID-DOW presentation. Vanderbei is a Professor in the Department of Operations Research and Financial Engineering at Princeton University.
Vanderbei will lead a talk titled, “Local Warming.”
This event is free and open to campus. Registration is NOT required.
Using 55 years of daily average temperatures from a local weather station, I made a least-absolute-deviations (LAD) regression model that accounts for three effects: seasonal variations, the 11-year solar cycle and a linear trend. The model was formulated as a linear programming problem and solved using widely available optimization software. The solution indicates that temperatures have gone up by about 2ºF over the 55 years covered by the data. It also correctly identifies the known phase of the solar cycle; i.e., the date of the last solar minimum. It turns out that the maximum slope of the solar cycle sinusoid in the regression model is about the the same size as the slope produced by the linear trend. The fact that the solar cycle was correctly extracted by the model is a strong indicator that effects of this size, in particular the slope of the linear trend, can be accurately determined from the 55 years of data analyzed.
More about Robert Vanderbei:
Robert Vanderbei is a Professor in the Department of Operations Research and Financial Engineering at Princeton University. From 2005 to 2012, he was chair of the department. In addition, he holds courtesy appointments in the Departments of Mathematics, Astrophysics, Computer Science and Mechanical and Aerospace Engineering. He is also a member of the Program in Applied and Computational Mathematics, is a founding member of the Bendheim Center for Finance and a former Director of the Engineering and Management Systems Program.