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Upcoming Events

Monday, November 20, 2017

Fatma Kilinc-Karzan — Online First-Order Framework for Robust Convex Optimization

Colloquium | November 20 | 3:30-5 p.m. | 3108 Etcheverry Hall

Fatma Kilinc-Karzan, Carnegie Mellon University

Industrial Engineering & Operations Research

Robust optimization (RO) has emerged as one of the leading paradigms to efficiently model parameter uncertainty. The recent connections between RO and problems in statistics and machine learning domains demand for solving RO problems in ever more larger scale. However, the traditional approaches for solving RO formulations based on building and solving robust counterparts or the iterative...   More >

Monday, November 27, 2017

Agostino Capponi - Bail-Ins And Bail-Outs: Incentives, Connectivity, And Systemic Stability

Seminar | November 27 | 3:30-5 p.m. | 3108 Etcheverry Hall

Agostino Capponi, Columbia University

Industrial Engineering & Operations Research

We develop a framework to analyze the consequences of alternative designs for interbank networks, in which a failure of one bank may lead to others. Earlier work had suggested that, provided shocks were not too large (or too correlated), denser networks were preferred to more sparsely connected networks because they were better able to absorb shocks. With large shocks, especially when systems are...   More >

Jon Lee — Comparing relaxations via volume for nonconvex optimization

Colloquium | November 27 | 3:30-5 p.m. | 3108 Etcheverry Hall

Jon Lee, University of Michigan

Industrial Engineering & Operations Research

Abstract: Practical exact methods for global optimization of mixed-integer nonlinear optimization formulations rely on convex relaxation. Then, one way or another (via refinement and/or disjunction), global optimality is sought. Success of this paradigm depends on balancing tightness and lightness of relaxations. We will investigate this from a mathematical viewpoint, comparing polyhedral...   More >

Friday, January 26, 2018

Hoda Bidkhori - Analyzing Process Flexibility Using Robust Optimization: UC Berkeley IEOR

Seminar | January 26 | 4 p.m. | 4193 Etcheverry Hall

Hoda Bidkhori, UC Berkeley IEOR

Industrial Engineering & Operations Research

Abstract: Process flexibility has been widely applied in many industries as a competitive strategy to improve responsiveness to demand uncertainty. The first part of the talk addresses the problem of managing process flexibility in a fairly general manufacturing system. In our model, each plant might have a different cost for adding flexibility or extra capacity. We model this problem as an...   More >