Benedetto Manca (University of Cagliari) 

give a presentation on : 

Random Projections for Mathematical Programming. 

Abstract : 

Random projections are random linear maps which approximately preserve geometrical quantities. The Johson-Lindenstrauss Lemma states that there exist random projections with a relatively small number of rows which preserve the pairwise Euclidean distances among a set of points. 
In the past years several results on the application of random projections to Mathematical Programming instances are being obtained, showing that it is possible to obtain an approximate formulation with less decision variables and constraints and therefore easier to solve. 
In this talk I will introduce the generic framework of random projections for Mathematical Programming formulations and I will present more in details some results in the case of Linear Programming, Quadratic Programming and the Minimum Sum of Squares problem.