{"203171":{"#nid":"203171","#data":{"type":"event","title":"OR Colloquium","body":[{"value":"\u003Cp\u003ETITLE: Dual Methods for minimizing functions with bounded variation\u003C\/p\u003E\u003Cp\u003ESPEAKER:\u0026nbsp; Yuri Nesterov\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003EWe propose a new approach for justifying complexity bounds for dual optimization methods. Dual problems often have very big or unbounded size of the optimal solutions. This makes impossible to apply to the complexity analysis of corresponding schemes the standard framework. In this talk we propose new methods, which can work with unbounded feasible sets. All these methods are primal-dual: they generate both primal and dual solutions with required accuracy\/feasibility guarantees. This is a joint work with A. Gasnikov (IITP, Moscow)\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"OR Colloquium"}],"uid":"27187","created_gmt":"2013-04-01 08:04:41","changed_gmt":"2016-10-08 02:03:06","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2013-04-03T13:00:00-04:00","event_time_end":"2013-04-03T14:00:00-04:00","event_time_end_last":"2013-04-03T14:00:00-04:00","gmt_time_start":"2013-04-03 17:00:00","gmt_time_end":"2013-04-03 18:00:00","gmt_time_end_last":"2013-04-03 18:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003EDavid Goldberg\u003C\/p\u003E\u003Cp\u003E\u003Ca href=\u0022mailto:dgoldberg9@isye.gatech.edu\u0022\u003Edgoldberg9@isye.gatech.edu\u003C\/a\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"201271":{"#nid":"201271","#data":{"type":"event","title":"OR Colloquium","body":[{"value":"\u003Cp\u003ETITLE: Bridging Stochastic and Dynamic Programming: A Unified Framework for Sequential Decision Problems\u003C\/p\u003E\u003Cp\u003ESPEAKER: Warren Powell\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003EStochastic programming and dynamic programming have thrived in different communities, largely motivated by different applications. Dynamic programming has long been associated with small-scale applications, plagued by the well-known \u201ccurse of dimensionality.\u201d Stochastic programming, on the other hand, has been presented as a \u201cricher framework\u201d that scales to large-scale applications. In this talk, I will argue that both of these are myths. I will present a perspective that puts stochastic programming, \u201cdynamic programming\u201d and stochastic search into a common framework where all sequential decision problems are dynamic programs which can be solved using one of four classes of policies. I will offer a formal definition of a state variable (widely overlooked or even avoided in our community), and use this not only to show that \u201cstochastic programming\u201d is actually a form of dynamic programming, but also to show how widely used algorithmic strategies based on scenario trees can be streamlined. Ultimately, I hope to help provide students with a simple, easy-to-follow template for modeling stochastic dynamic problems which mimics the powerful language of mathematical programming.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"OR Colloquium"}],"uid":"27187","created_gmt":"2013-03-21 11:48:56","changed_gmt":"2016-10-08 02:03:00","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2013-03-27T13:00:00-04:00","event_time_end":"2013-03-27T14:00:00-04:00","event_time_end_last":"2013-03-27T14:00:00-04:00","gmt_time_start":"2013-03-27 17:00:00","gmt_time_end":"2013-03-27 18:00:00","gmt_time_end_last":"2013-03-27 18:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003EDavid Goldberg\u003C\/p\u003E\u003Cp\u003E\u003Ca href=\u0022mailto:dgoldberg9@isye.gatech.edu\u0022\u003Edgoldberg9@isye.gatech.edu\u003C\/a\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"196491":{"#nid":"196491","#data":{"type":"event","title":"OR Colloquium","body":[{"value":"\u003Cp\u003ETITLE: Quadratic Programs with On-Off Constraints\u003C\/p\u003E\u003Cp\u003ESPEAKER:\u0026nbsp; Dr. Jeff Linderoth\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003EWe study optimization problems that involve both quadratic functional relationships between decision variables and 0-1 indicator variables that turn on and off these relationships. Problems of this class occur in many areas, including statistics, financial engineering, and engineering design. After reviewing earlier work on a reformulation technique applicable to the case when the quadratic functions are separable, we discuss on-going research aimed at attacking the non-separable case. We introduce an important set to study in this context that generalizes both the BoxQP set, studied by Burer and Letchford, and the well-known Boolean Quadric Polytope. We discuss the relative importance of families of valid inequalities for this set, and we show how one important class can be separated in polynomial time if the dimension is fixed. We conclude with computational results to demonstrate the utility of these inequalities on practical portfolio optimization instances. This is joint work with Hongbo Dong.\u003C\/p\u003E\u003Cp\u003EBio:\u0026nbsp;\u003C\/p\u003E\u003Cp\u003EJeff Linderoth is a Professor in the departments of Industrial and Systems Engineering and Computer Sciences (by courtesy) at the University of Wisconsin-Madison, joining both departments in 2007. Dr. Linderoth received his Ph.D. degree from the Georgia Institute of Technology in 1998. From 1998-2000, he was employed with the Mathematics and Computer Science Division at Argonne National Laboratory, and from 2000-2002, he was a Senior Consultant with the optimization-based financial products firm of Axioma Inc. Prior to joining University of Wisconsin-Madison, from 2002-2007, he was a Assistant Professor at Lehigh University, where he co-founded COR@L (the Center for Optimization Research @ Lehigh). In 1999, Dr. Linderoth was named the Enrico Fermi Scholar at Argonne National Lab. In 2002, Dr. Linderoth was a co-recipient of the SIAM\/Activity Group on Optimization Prize, and in 2005 he was awarded an Early Career Development Award from the Department of Energy and an IBM Faculty Partnership award. Dr. Linderoth currently serves on the editorial boards of 4 journals.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"OR Colloquium"}],"uid":"27187","created_gmt":"2013-03-04 11:29:08","changed_gmt":"2016-10-08 02:02:46","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2013-03-06T10:00:00-05:00","event_time_end":"2013-03-06T11:00:00-05:00","event_time_end_last":"2013-03-06T11:00:00-05:00","gmt_time_start":"2013-03-06 15:00:00","gmt_time_end":"2013-03-06 16:00:00","gmt_time_end_last":"2013-03-06 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003EDavid Goldberg\u003C\/p\u003E\u003Cp\u003E\u003Ca href=\u0022mailto:dgoldberg9@isye.gatech.edu\u0022\u003Edgoldberg9@isye.gatech.edu\u003C\/a\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"189801":{"#nid":"189801","#data":{"type":"event","title":"OR Colloquium","body":[{"value":"\u003Cp\u003ETITLE: Packing Ellipsoids with Overlap (with application to Chromosome Arrangement)\u003C\/p\u003E\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E\u003Cp\u003ESPEAKER: Stephen Wright\u003C\/p\u003E\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003EProblems of packing shapes with maximal density, sometimes into a container of restricted size, are classical in discrete mathematics. We describe here the problem of packing a given set of ellipsoids of different sizes into a finite container, in a way that allows overlap but that minimizes the maximum overlap between adjacent ellipsoids. We describe a bilevel optimization algorithm for finding local solutions of this problem, both the general case and the simpler special case in which the ellipsoids are spheres. Tools from conic optimization, especially semidefinite programming, are key to the algorithm. Finally, we describe the motivating application - chromosome arrangement in cell nuclei - and compare the computational results obtained with this approach to experimental observations.\u003C\/p\u003E\u003Cp\u003EThis talk represents joint work with Caroline Uhler (IST Austria)\u003C\/p\u003E\u003Cp\u003EBIO:\u0026nbsp; Stephen J. Wright is a Professor of Computer Sciences at the University of Wisconsin-Madison. His research interests lie in computational optimization and its applications to science and engineering. Prior to joining UW-Madison in 2001, Wright was at Argonne National Laboratory (1990-2001), and was a Professor of Computer Science at the University of Chicago (2000-2001). During 2007-2010, he served as chair of the Mathematical Optimization\u003Cbr \/\u003ESociety, and he is currently serving a third term as an elected member of the Board of Trustees of the Society for Industrial and Applied Mathematics (SIAM). Wright is the author or co-author of widely used books in numerical optimization including \u0022Primal Dual Interior-Point\u003Cbr \/\u003EMethods\u0022 (SIAM, 1997) and \u0022Numerical Optimization\u0022 (2nd Edition, Springer, 2006, with J. Nocedal). He has also authored over 95 refereed journal papers on optimization theory, algorithms, software, and applications, along with over 40 refereed conference papers and\u003Cbr \/\u003Ebook chapters. He is coauthor of widely used software for linear programming (PCx) and quadratic programming (OOQP) based on interior-point methods, and GPSR and SpaRSA for compressed sensing. His recent work has included optimization algorithms for problems in machine learning and computational biology.\u003Cbr \/\u003E\u003Cbr \/\u003E\u003Cbr \/\u003E\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"OR Colloquium"}],"uid":"27187","created_gmt":"2013-02-05 11:58:38","changed_gmt":"2016-10-08 02:02:28","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2013-02-13T10:00:00-05:00","event_time_end":"2013-02-13T11:00:00-05:00","event_time_end_last":"2013-02-13T11:00:00-05:00","gmt_time_start":"2013-02-13 15:00:00","gmt_time_end":"2013-02-13 16:00:00","gmt_time_end_last":"2013-02-13 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003EDavid Goldberg\u003C\/p\u003E\u003Cp\u003E\u003Ca href=\u0022mailto:dgoldberg9@isye.gatech.edu\u0022\u003Edgoldberg9@isye.gatech.edu\u003C\/a\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"187171":{"#nid":"187171","#data":{"type":"event","title":"OR Colloquium","body":[{"value":"\u003Cp\u003ETITLE: On the Structure of Reduced Kernel Lattice Bases\u003C\/p\u003E\u003Cp\u003ESPEAKER: Karen Aardal\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003ELattice-based reformulation techniques have been used successfully both theoretically and computationally. One such reformulation is obtained from the lattice $L_0=\\{x\\in Z^n\\mid Ax = 0\\}$. Some of the hard instances in the literature that have been successfully tackled by lattice-based techniques, such as market split and certain classes of knapsack instances, have randomly generated input $A$. These instances have been posed to stimulate algorithmic research. Since the considered instances are very hard even in low dimension, less experience is available for larger instances. Recently we have studied larger instances and observed that the LLL-reduced basis of $L_0$ has a specific sparse structure. In particular, this translates into a map in which some of the original variables get a ``rich\u0027\u0027 translation into a new variable space, whereas some variables are only substituted in the new space. If an original variable is important in the sense of branching or cutting planes, this variable should be translated in a non-trivial way. In this paper we partially explain the obtained structure of the LLL-reduced basis in the case that the input matrix $A$ consists of one row $a$. Since the input is randomly generated our analysis will be probabilistic. The key ingredient is a bound on the probability that the LLL algorithm will interchange two subsequent basis vectors. It is worth noticing that computational experiments indicate that the results of this analysis seem to apply in the same way also in the general case that $A$ consists of multiple rows. Our analysis has yet to be extended to this general case. Along with our analysis we also present some computational indications that illustrate that the probabilistic analysis conforms well with the practical behavior. This is joint work with Frederik von Heymann.\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EBIO: \u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EKaren Aardal obtained her PhD from C.O.R.E, Universite\u0027 Catholique de Louvain, Belgium and has since then held positions at University of Essex, UK, Georgia Tech, Atlanta, GA, USA, and at various universities in The Netherlands. Currently she holds the position of professor of Optimization at Delft University of Technology.\u003C\/p\u003E\u003Cp\u003EHer main research interest is integer programming, and in particular algebraic approaches to integer programming. She is interested in combinatorial optimization, in particular in facility location. In terms of applications she is currently involved in a large Dutch project aiming at improving all aspects of ambulance planning, and in a European project on electricity networks.\u003C\/p\u003E\u003Cp\u003EShe has served on the Council of the Mathematical Optimization Society, MOS. She has been the Publications Committee Chair and the Chair of the Executive Committee of MOS. She is a member of the board of directors of INFORMS Computing Society. She is the Area Editor for \u0022Design and analysis of algorithms\u0022 of INFORMS Journal on Computing. She also serve on the boards of Mathematical Programming Series B, Networks, EURO Journal on Computational Optimization, and RAIRO - Operations Research.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"OR Colloquium"}],"uid":"27187","created_gmt":"2013-01-28 10:33:25","changed_gmt":"2016-10-08 02:02:19","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2013-01-29T10:00:00-05:00","event_time_end":"2013-01-29T11:00:00-05:00","event_time_end_last":"2013-01-29T11:00:00-05:00","gmt_time_start":"2013-01-29 15:00:00","gmt_time_end":"2013-01-29 16:00:00","gmt_time_end_last":"2013-01-29 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003EDavid Goldberg\u003C\/p\u003E\u003Cp\u003E\u003Ca href=\u0022mailto:dgoldberg9@isye.gatech.edu\u0022\u003Edgoldberg9@isye.gatech.edu\u003C\/a\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"180041":{"#nid":"180041","#data":{"type":"event","title":"OR Colloquium","body":[{"value":"\u003Cp\u003ETITLE:\u0026nbsp; Fabrication-Adaptive Optimization and Its Application to Photonic Crystal Design\u003C\/p\u003E\u003Cp\u003ESPEAKER: Robert M. Freund\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003EIt is often the case that computed solutions of many optimization problems cannot be implemented directly (irrespective of data accuracy) due to either (i) technological limitations (physical tolerances of machines or processes), (ii) the deliberate simplification of a model to keep it tractable (ignoring certain types of constraints that pose computational difficulties), and\/or (iii) human factors (getting people to \u0022do\u0022 x). Motivated by these observations, we present a modeling paradigm called \u0022fabrication-adaptive optimization\u0022 for treating issues of implementation\/fabrication, develop computationally-focused theory and algorithms, and produce computational results for incorporating considerations of implementation\/fabrication into constrained optimization problems that arise in application settings. The proposed fabrication-adaptive optimization framework stems from the robust regularization of a function (Lewis 2002). We show how to do computation with fabrication-adaptive optimization in spite of challenges of non-convexity, and we apply our methodology to compute fabricable designs of two-dimensional photonic crystals with a variety of prescribed features. This is joint work with Abby Men, Jaime Peraire, Joel Saa-Seoane, and Ngoc C. Nguyen.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"OR Colloquium"}],"uid":"27187","created_gmt":"2013-01-04 08:51:34","changed_gmt":"2016-10-08 02:01:45","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2013-01-09T10:00:00-05:00","event_time_end":"2013-01-09T11:00:00-05:00","event_time_end_last":"2013-01-09T11:00:00-05:00","gmt_time_start":"2013-01-09 15:00:00","gmt_time_end":"2013-01-09 16:00:00","gmt_time_end_last":"2013-01-09 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003EDavid Goldberg\u0026nbsp; \u003Ca href=\u0022mailto:dgoldberg9@isye.gatech.edu\u0022\u003Edgoldberg9@isye.gatech.edu\u003C\/a\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"168181":{"#nid":"168181","#data":{"type":"event","title":"OR Colloquium","body":[{"value":"\u003Cp\u003ETITLE: Dynamic Control of Service Systems: some challenges, some answers\u003C\/p\u003E\u003Cp\u003ESPEAKER:\u0026nbsp; Mark Lewis\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003EIn this talk, I will present several classical decision-making paradigms revised for today\u0027s environment. In particular, in the service economy models of call centers and health care systems include abandonments. Assuming customer patience is exponential, modeling basic systems with continuous-time Markov processes remains valid, but analyzing them using uniformization is not. This means that discrete-time Markov decision process theory (and the accompanying successive approximations) cannot be used. Similarly, in health care systems arrivals to emergency departments are rarely stationary. We mention how to extend MDP theory to more general state spaces. Finally, can the two challenges be met together? Open problems are discussed.\u003C\/p\u003E\u003Cp\u003EBIO:\u003C\/p\u003E\u003Cp\u003EProfessor Lewis received his Ph.D. in Industrial and Systems Engineering from the Georgia Institute of Technology in 1998. After receiving his doctorate, Lewis spent a year at the University of British Columbia as a postdoctoral fellow in the Center for Operations Excellence. He joined Cornell\u0027s School of Operations Research and Information Engineering in 2005 after teaching Industrial and Operations Engineering at the University of Michigan.\u003C\/p\u003E\u003Cp\u003EBroadly speaking Professor Lewis\u0027s research interests are on the dynamic control of service systems. Most often he uses the methodology of stochastic dynamic programming or Markov decision processes to analyze these problems. Along the way he has done fundamental research on the theory of MDPs. In the area of average cost MDPs on general state and action spaces he has studied convergence of discounted cost optimal values and policies and on a refinement of average cost theory called bias optimality he has studied implicit discounting. In terms of applications, Professor Lewis has considered routing in transportation systems, control of inventory systems and allocation of inter-switch handoffs in wireless communications. Despite his versatility in the analysis of such systems his passion is for resource allocation in controlled queueing networks. In doing so, he has considered non-stationary networks, networks with limited capacity and those with varying service capabilities.\u003C\/p\u003E\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"OR Colloquium"}],"uid":"27187","created_gmt":"2012-11-05 09:04:40","changed_gmt":"2016-10-08 02:01:06","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2012-11-09T10:00:00-05:00","event_time_end":"2012-11-09T11:00:00-05:00","event_time_end_last":"2012-11-09T11:00:00-05:00","gmt_time_start":"2012-11-09 15:00:00","gmt_time_end":"2012-11-09 16:00:00","gmt_time_end_last":"2012-11-09 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003EDavid Goldberg\u003C\/p\u003E\u003Cp\u003E\u003Ca href=\u0022mailto:dgoldberg9@isye.gatech.edu\u0022\u003Edgoldberg9@isye.gatech.edu\u003C\/a\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"164001":{"#nid":"164001","#data":{"type":"event","title":"OR Colloquium","body":[{"value":"\u003Cp\u003ETITLE: A nonparametric on-line quality control procedure for vectorial observations\u003C\/p\u003E\u003Cp\u003ESPEAKER: David McDonald\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003EThe goal of an on-line quality control procedure is to rapidly detect an out-of-control situation; i.e., to detect a change in the sampling distribution after a change point. We first review a nonparametric Cusum procedure based on the sequential ranks for univariate data.\u003C\/p\u003E\u003Cp\u003EMany attempts have been made to assign sequential ranks to multivariate data. For instance ranks based on the Tukey depth have been used but the computations are prohibitive in high dimension. Instead we will score observations based on where they fall relative to previous observations.\u003C\/p\u003E\u003Cp\u003EEach successive observation creates a Voronoi cell indexed by the observation number. Suppose observation $n+1$ falls into the Voronoi cell with index $i$ where $i$ ranges from $1$ to $n$. Then observation $n+1$ has associated score $i\/(n+1)$ and becomes the center of a new Voronoi cell with index $n+1$.\u003C\/p\u003E\u003Cp\u003EBefore the change point, the scores are uniformly distributed. After the change point, the scores tend to be large since the observations tend to clump together. We use these scores in a Cusum procedure. We find we can approximately predict the on-target average run length of our procedure, and we get reasonable off-target run lengths for any kind of structural break like a change of mean or a change of dispersion.\u003C\/p\u003E\u003Cp\u003EBIO:\u0026nbsp;\u003C\/p\u003E\u003Cp\u003EDavid Mcdonald is a Professor in the Department of Mathematics at the University of Ottawa. He received his Ph.D. from U. de Montreal, and a Masters from King\u0027s College (London). He has held several visiting positions, including a stay at the Georgia Institute of Technology and Ecole Normale Superieure. He is also a Fellow of the Institute of Mathematical Statistics.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"OR Colloquium"}],"uid":"27187","created_gmt":"2012-10-22 10:15:02","changed_gmt":"2016-10-08 02:00:47","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2012-10-24T12:00:00-04:00","event_time_end":"2012-10-24T13:00:00-04:00","event_time_end_last":"2012-10-24T13:00:00-04:00","gmt_time_start":"2012-10-24 16:00:00","gmt_time_end":"2012-10-24 17:00:00","gmt_time_end_last":"2012-10-24 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003EDavid Goldberg\u003C\/p\u003E\u003Cp\u003E\u003Ca href=\u0022mailto:dgoldberg9@isye.gatech.edu\u0022\u003Edgoldberg9@isye.gatech.edu\u003C\/a\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"123761":{"#nid":"123761","#data":{"type":"event","title":"OR Colloquium","body":[{"value":"\u003Cp\u003ETITLE:\u0026nbsp; Mean Field Equilibria of Dynamic Auctions with Learning\u003C\/p\u003E\u003Cp\u003ESPEAKER: Ramesh Johari\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003EWe study learning in a dynamic setting where identical copies of a good are sold over time through a sequence of second price auctions. Each agent in the market has an \u0027unknown\u0027 independent private valuation which determines the distribution of the reward she obtains from the good; for example, in sponsored search settings, advertisers may initially be unsure of the value of a click. Though the induced dynamic game is complex, we simplify analysis of the market using an approximation methodology known as \u0027mean field equilibrium\u0027 (MFE). The methodology assumes that agents optimize only with respect to long run average estimates of the distribution of other players\u0027 bids.\u003C\/p\u003E\u003Cp\u003EWe show a remarkable fact: in a mean field equilibrium, the agent has an optimal strategy where she bids truthfully according to a \u0027conjoint valuation\u0027. The conjoint valuation is the sum of her current expected valuation, together with an overbid amount that is exactly the expected marginal benefit to one additional observation about her true private valuation. Under mild conditions on the model, we show that an MFE exists, and that it is a good approximation to a \u0027rational\u0027 agent\u0027s behavior as the number of agents increases. Formally, if every agent except one follows the MFE strategy, then the remaining agent\u0027s loss on playing the MFE strategy converges to zero as the number of agents in the market increases.\u003C\/p\u003E\u003Cp\u003EWe conclude by discussing the implications of the auction format and design on the auctioneer\u0027s revenue. In particular, we establish a dynamic version of the revenue equivalence theorem, and discuss optimal selection of reserve prices in dynamic auctions.\u003C\/p\u003E\u003Cp\u003EThis is joint work with Krishnamurthy Iyer and Mukund Sundararajan.\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EBio:\u003C\/strong\u003E\u0026nbsp; Ramesh Johari is an Associate Professor at Stanford University and the Cisco Faculty Scholar in the School of Engineering, with a full-time appointment in the Department of Management Science and Engineering (MS\u0026amp;E), and courtesy appointments in the Departments of Computer Science (CS) and Electrical Engineering (EE). He is a member of the Operations Research group in MS\u0026amp;E, the Information Systems Laboratory in EE, and the Institute for Computational and Mathematical Engineering. He received an A.B. in Mathematics from Harvard (1998), a Certificate of Advanced Study in Mathematics from Cambridge (1999), and a Ph.D. in Electrical Engineering and Computer Science from MIT (2004).\u003C\/p\u003E\u003Cp\u003EHe is the recipient of a British Marshall Scholarship (1998), First Place in the INFORMS George E. Nicholson Student Paper Competition (2003), the George M. Sprowls Award for the best doctoral thesis in computer science at MIT (2004), Honorable Mention for the ACM Doctoral Dissertation Award (2004), the Okawa Foundation Research Grant (2005), the MS\u0026amp;E Graduate Teaching Award (2005, 2010), the INFORMS Telecommunications Section Doctoral Dissertation Award (2006), and the NSF CAREER Award (2007). He has served on the program committees of ACM Electronic Commerce (2007, 2009-2011), ACM SIGCOMM (2006, 2011), IEEE Infocom (2007-2011), and ACM SIGMETRICS (2008-2009).\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"OR Colloquium"}],"uid":"27187","created_gmt":"2012-04-12 14:42:46","changed_gmt":"2016-10-08 01:58:41","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2012-04-17T16:00:00-04:00","event_time_end":"2012-04-17T17:00:00-04:00","event_time_end_last":"2012-04-17T17:00:00-04:00","gmt_time_start":"2012-04-17 20:00:00","gmt_time_end":"2012-04-17 21:00:00","gmt_time_end_last":"2012-04-17 21:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003EDavid Goldberg\u003C\/p\u003E\u003Cp\u003E\u003Ca href=\u0022mailto:dgoldberg9@isye.gatech.edu\u0022\u003Edgoldberg9@isye.gatech.edu\u003C\/a\u003E\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}},"73259":{"#nid":"73259","#data":{"type":"event","title":"OR Colloquium - Convexification Techniques for Linear Complementarity Constraints","body":[{"value":"\u003Cp\u003ETITLE: Convexification Techniques for Linear Complementarity Constraints\n\n\u003C\/p\u003E\u003Cp\u003ESPEAKER:\u0026nbsp; Jean-Philippe Richard\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003EIn this talk, we discuss strong convex relaxations of mathematical\nprograms with complementarity constraints (MPCCs). MPCCs have numerous\npractical applications in business, engineering, and economics because\ncomplementarity conditions arise in the mathematical modeling of games and\nequilibria. and because nonlinear programs in which constraint functions\nare differentiable can be reformulated in a higher dimensional space using\n\noptimality conditions.\u003C\/p\u003E\u003Cp\u003E\n\n\n\nWe first describe a convexification technique for linear programs with\nlinear complementarity constraints that generalizes the\nreformulation-linearization technique of Sherali and Adams and has similar\nconvergence properties. We then consider certain complementarity problems\nappearing in KKT systems. For such problems, we show that all nontrivial\nfacet-defining inequalities can be obtained through a simple procedure\nthat aggregates constraints and use McCormick relaxations of bilinear\nterms. Finally, we discuss the problem of generating strong cutting\nplanes, in the space of the original variables,  from the optimal simplex\ntableaux of the LP relaxation of the problem. We discuss the geometry of\nthe corresponding sets and compare the strength of the cuts thus obtained\nwith respect to RLT, disjunctive, and other approaches in the literature.\n\u003C\/p\u003E\u003Cp\u003E\n\n\nThis talk is based on joint work with Trang Nguyen (UF) and Mohit\nTawarmalani (Purdue).\n\u003C\/p\u003E\u003Cp\u003E\n\u003Cstrong\u003EBio:\u003C\/strong\u003E\n\nJean-Philippe Richard is an associate professor in the Department of\nIndustrial and Systems Engineering at the University of Florida . After\nreceving a bachelor in Applied Mathematics Engineering at Universite\nCatholique de Louvain in Louvain-La-Neuve, Belgium, he came to study at\nthe Georgia Institute of Technology where he received a Phd in Algorithms,\nCombinatorics and Optimization. His current research interests include the\nuse of polyhedral and convex analysis techniques for the derivation of\nstrong convex relaxations of mixed integer linear and nonlinear programs.\nHe is also currently working with CSX on large-scale optimization problems\narising in railroads and with SAS-OR on computational issues associated\nwith the solution of integer programs.\n\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Convexification Techniques for Linear Complementarity Constraints"}],"uid":"27187","created_gmt":"2011-11-30 11:37:02","changed_gmt":"2016-10-08 01:56:45","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2011-12-06T11:00:00-05:00","event_time_end":"2011-12-06T12:30:00-05:00","event_time_end_last":"2011-12-06T12:30:00-05:00","gmt_time_start":"2011-12-06 16:00:00","gmt_time_end":"2011-12-06 17:30:00","gmt_time_end_last":"2011-12-06 17:30:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[{"value":"\u003Cp\u003ESantanu Dey\u003C\/p\u003E","format":"limited_html"}],"email":[],"slides":[],"orientation":[],"userdata":""}}}