The main idea is to investigate the possibilities how to increase the interaction of mathematics and applications. Traditionally mathematics and applications are developing more or less separately. As a consequence, mathematical results often happen to be not so interesting for applications. The results of applied research are usually based on empirical observation and intuition.
The main result of basic research is the theory of Bayesian approach to global optimization.
The global optimization software was developed considering the results of national (former USSR) and international "competition" of different algorithms of global optimization, see Mockus (1989). Some experience in real life optimization problems was also used in selecting the set of optimization algorithms.
Most applications are related to optimization of parameters of mathematical models represented as systems of non-linear differential equations. Such models are widely used in engineering design and many other areas. The objective function f(x) here depends on the solution of those equations. Variables x represent those parameters of a system that we can control.
The Department takes an active part in publishing the international journal INFORMATICA. Two of the Departments associates are members of the leading international journal in the field "The Journal of Global Optimization" (J.Mockus is an editor and A.Zilinskas is a member of the editorial board).
Fifteen postgraduate students have already graduated seeking a Candidate of Sciences degree (Ph.D.).
Now the Department is regarded as leading on the international level in some research trends, such as the application of Bayesian approach and the development of software for continuous global optimization. The future development of this important scientific potential depends on the co-operation with the experts in the corresponding applied fields.
Scientific staff:
Contact person:
Prof., Dr.habil Jonas Mockus
Head of Optimization Department
Address:
Optimization Department
Institute of Mathematics and Informatics
Akademijos 4, Vilnius 2600, Lithuania
Phone: +(370 5) 21 09 338
Fax: +(370 5) 27 29 209
e-mail: jonas2@optimum2.mii.lt