Anders Forsgren

Anders Forsgren was born in Danderyd, Sweden, in 1961. He received an MSc degree in Engineering Physics from KTH in 1985, an MS degree in Operations Research from Stanford University in 1987 and a PhD degree in Optimization and Systems Theory from KTH in 1990. Between 1991 and 1995 he was a research associate at the Division of Optimization and Systems Theory, where in 1995 he was appointed docent. Since 2003, he is a professor at this division. His main research interest is nonlinear programming.

Anders Forsgren
Division of Optimization and Systems Theory
Department of Mathematics
KTH Royal Institute of Technology
SE-100 44 Stockholm, Sweden

E-mail: andersf@kth.se
Tel: +46 8 790 71 27
Fax: +46 8 22 53 20
Office: Lindstedtsvägen 25, room 3703

Teaching

Teaching activities autumn 2012.

SF2812 Applied linear optimization (period 1, autumn 2012)
EL3300/SF3849 Convex optimization with engineering applications (graduate course, period 2, autumn 2012)

Office hours period 1 autumn 2011: Monday 11-12.

Published papers

(with A. Fredriksson and B. Hårdemark), Minimax optimization for handling range and setup uncertainties in proton therapy. Medical Physics 38 (2011), 1672-1684.
(with P. E. Gill and J. D. Griffin), Iterative solution of augmented systems arising in interior methods. SIAM Journal on Optimization 18 (2007), 666-690.
(with F. Carlsson, H. Rehbinder and K. Eriksson), Using eigenstructure of the Hessian to reduce the dimension of the intensity modulated radiation therapy optimization problem. Annals of Operations Research 148 (2006), 81-94.
On warm starts for interior methods. In IFIP International Federation for Information Processing, volume 199, System Modeling and Optimization, eds. F. Ceragioli, A. Dontchev, H. Furuta, K. Marti, and L. Pandolfi, pp. 51-66. Springer, Boston, 2006.
(with F. Carlsson), Iterative regularization in intensity-modulated radiation therapy optimization. Medical Physics 33 (2006), 225-234.
(with P. E. Gill and M. H. Wright) Interior methods for nonlinear optimization. SIAM Review 44 (2002), 525-597.
Inertia-controlling factorizations for optimization algorithms. Applied Numerical Mathematics 43 (2002), 91-107.
(with M. Prytz), Dimensioning multicast-enabled communications networks. Networks 39 (2002), 216-231.
(with G. Sporre), On weighted linear least-squares problems related to interior methods for convex quadratic programming. SIAM Journal on Matrix Analysis and Applications 23 (2001), 42-56.
Optimality conditions for nonconvex semidefinite programming. Mathematical Programming 88 (2000), 105-128.
(with P. E. Gill) Primal-dual interior methods for nonconvex nonlinear programming. SIAM Journal on Optimization 8 (1998), 1132-1152.
(with W. Murray), Newton methods for large-scale linear inequality-constrained minimization. SIAM Journal on Optimization 7 (1997), 162-176.
On linear least-squares problems with diagonally dominant weight matrices. SIAM Journal on Matrix Analysis and Applications 17 (1996), 763-788.
(with P. E. Gill and J. R. Shinnerl), Stability of symmetric ill-conditioned systems arising in interior methods for constrained optimization. SIAM Journal on Matrix Analysis and Applications 17 (1996), 187-211.
(with P. E. Gill and W. Murray), Computing modified Newton directions using a partial Cholesky factorization. SIAM Journal on Scientific Computing 16 (1995), 139-150.
(with U. Ringertz), On the use of a modified Newton method for nonlinear finite element analysis. Computer Methods in Applied Mechanics and Engineering 110 (1993), 275-283.
(with W. Murray), Newton methods for large-scale linear equality-constrained minimization. SIAM Journal on Matrix Analysis and Applications 14 (1993), 560-587.
(with P. E. Gill and W. Murray), On the identification of local minimizers in inertia-controlling methods for quadratic programming. SIAM Journal on Matrix Analysis and Applications 12 (1991), 730-746.

Technical reports and preprints

(with T. Odland), On the connection between the conjugate gradient method and quasi-Newton methods on quadratic problems. Report TRITA-MAT-2013-OS3, Department of Mathematics, KTH Royal Institute of Technology, 2013.
(with A. Fredriksson and B. Hårdemark) Optimizing the scenario positions for robust radiation therapy treatment planning, Report TRITA-MAT-2012-OS5, Department of Mathematics, KTH Royal Institute of Technology, 2012.
(with R. Bokrantz), A dual algorithm for approximating Pareto sets in convex multi-criteria optimization. Report TRITA-MAT-2011-OS3, Department of Mathematics, Royal Institute of Technology, 2011.
(with M. Fallgren and G. Fodor), An optimization approach to joint cell, channel and power allocation in multicell networks . Report TRITA-MAT-2011-OS2, Department of Mathematics, Royal Institute of Technology, 2011.
A sufficiently exact inexact Newton step based on reusing matrix information. Report TRITA-MAT-2009-OS7, Department of Mathematics, Royal Institute of Technology, 2009.
An elementary proof of optimality conditions for linear programming. Report TRITA-MAT-2008-OS6, Department of Mathematics, Royal Institute of Technology, 2008.
(with F. Carlsson), A conjugate-gradient based approach for approximate solutions of quadratic programs. Report TRITA-MAT-2008-OS2, Department of Mathematics, Royal Institute of Technology, 2008.
On the behavior of the conjugate-gradient method on ill-conditioned problems. Report TRITA-MAT-2006-OS1, Department of Mathematics, Royal Institute of Technology, 2006.
(with G. Sporre), Characterization of the limit point of the central path in semidefinite programming. Report TRITA-MAT-2002-OS12, Department of Mathematics, Royal Institute of Technology, 2002.
(with G. Sporre), Relations between divergence of multipliers and convergence to infeasible points in primal-dual interior methods for nonconvex nonlinear programming. Report TRITA-MAT-2002-OS7, Department of Mathematics, Royal Institute of Technology, 2002.
(with M. Prytz), Dimensioning of a multicast network that uses shortest path routing distibution trees. Report TRITA-MAT-2002-OS1, Department of Mathematics, Royal Institute of Technology, 2002.
A note on maximum-smoothness approximation of forward interest rate. Report TRITA-MAT-1998-OS3, Department of Mathematics, Royal Institute of Technology, 1998.
Newton methods for nonconvex optimization. Report TRITA-MAT-1990-10, Department of Mathematics, Royal Institute of Technology, 1990. (Doctoral thesis).
(with P. E. Gill and W. Murray), A modified Newton method for unconstrained minimization. Report SOL 89-12, Department of Operations Research, Stanford University, 1989.

Current graduate students

Rasmus Bokrantz (since 2008). Industrial graduate student in a joint project with RaySearch Laboratories AB.
Albin Fredriksson (since 2008). Industrial graduate student in a joint project with RaySearch Laboratories AB.
Hildur Æsa Oddsdóttir (since 2011). Graduate student in a joint project with the KTH School of Biotechnology.
Tove Odland (since 2010). Graduate student in a project supported by the Swedish Research Council.

Previous graduate students

Mikael Prytz (2002). Thesis title: On Optimization in Design of Telecommunications Networks with Multicast and Unicast Traffic.
Göran Sporre (2003). Thesis title: On Some Properties of Interior Methods for Optimization.
Fredrik Carlsson (2008). Thesis title: Utilizing Problem Structure in Optimization of Radiation Therapy.
Mikael Fallgren (2011). Thesis title: Optimization of Joint Cell, Channel and Power Allocation in Wireless Communication Networks.

Other information

Co-chair of organizing committee for the 8th SIAM Conference on Optimization.
Associate editor for Mathematical Programming, series A.
Member of editorial board for Computational Optimization and Applications.

Disclaimer

by Anders Forsgren.