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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 >

Monday, January 29, 2018

Laurent El Ghaoui- Lifted Neural Nets: Beyond The Grip Of Stochastic Gradients In Deep Learning

Seminar: Distinguished Lecture Series | January 29 | 3:30-5 p.m. | 3108 Etcheverry Hall


Laurent El Ghaoui, UC Berkeley IEOR

Industrial Engineering & Operations Research


Abstract: We describe a novel family of models of multi-layer feedforward neural networks, where the activation functions are encoded via penalties in the training problem. The new framework allows for algorithms such as block-coordinate descent methods to be applied, in which each step is composed of simple (no hidden layer) supervised learning problems that are parallelizable across layers, or...   More >

Monday, February 5, 2018

Wenpin Tang - Optimal Surviving Strategy For The Up The River Problem

Seminar: Distinguished Lecture Series | February 5 | 3:30-5 p.m. | 3108 Etcheverry Hall


Wenpin Tang, UCLA

Industrial Engineering & Operations Research


Nowadays there are more and more people living on the planet, but the available resources are very limited. So an interesting question is how to allocate the limited resources to maximize our welfare.

Monday, February 12, 2018

Georgina Hall - LP, SOCP, and optimization-free approaches to sum of squares optimization

Seminar: Distinguished Lecture Series | February 12 | 3:30-5 p.m. | 3108 Etcheverry Hall


Georgina Hall, Princeton University

Industrial Engineering & Operations Research


The problem of optimizing over the cone of nonnegative polynomials is a fundamental problem in computational mathematics, with applications to polynomial optimization, control, machine learning, game theory, and combinatorics, among others.

Wednesday, February 14, 2018

Eric Friedlander - Mean-Field Methods In Large Stochastic Networks

Seminar | February 14 | 3:30-5 p.m. | 540 Cory Hall


Eric Friedlander, University of North Carolina - Chapel Hill

Industrial Engineering & Operations Research


Abstract: Analysis of large-scale communication networks (e.g. ad hoc wireless networks, cloud computing systems, server networks etc.) is of great practical interest. The massive size of such networks frequently makes direct analysis intractable. Asymptotic approximations using hydrodynamic and diffusion scaling limits provide useful methods for approaching such problems. In this talk, we study...   More >

Friday, February 16, 2018

Zeyu Zheng - Top-Down Statistical Modeling

Seminar | February 16 | 2-3:30 p.m. | 3108 Etcheverry Hall


Zeyu Zheng, Stanford University

Industrial Engineering & Operations Research


Abstract: In this talk, we will argue that data-driven service systems engineering should take a statistical perspective that is guided by the decisions and performance measures that are critical from a managerial perspective. We further take the view that the statistical models will often be used as inputs to simulations that will be used to drive either capacity decisions or real-time decisions...   More >

Wednesday, February 21, 2018

Weina Wang- Delay Bounds And Asymptotics In Cloud Computing Systems

Seminar: Distinguished Lecture Series | February 21 | 3:30-5 p.m. | 3110 Etcheverry Hall


Weina Wang, Illinois Urbana-Campaign

Industrial Engineering & Operations Research


With the emergence of big-data technologies, cloud computing systems are growing rapidly in size and becoming more and more complex, making it costly to conduct experiments and simulations. Therefore, modeling computing systems and characterizing their performance analytically are more critical than ever in identifying bottlenecks, informing system design, and facilitating provisioning.

Monday, February 26, 2018

Barna Saha - Efficient Fine-Grained Algorithms

Seminar | February 26 | 3:30-5 p.m. | 3108 Etcheverry Hall


Barna Saha, University of Massachusetts Amherst

Industrial Engineering & Operations Research


Abstract: One of the greatest successes of computational complexity theory is the classification of countless fundamental computational problems into polynomial-time and NP-hard ones, two classes that are often referred to as tractable and intractable, respectively. However, this crude distinction of algorithmic efficiency is clearly insufficient when handling today's large scale of data. We need...   More >

Monday, April 2, 2018

Agostino Capponi - Columbia University

Seminar: Distinguished Lecture Series | April 2 | 3:30-5 p.m. | 3108 Etcheverry Hall


Agostino Capponi, Columbia University

Industrial Engineering & Operations Research


Agostino Capponi joined Columbia University's IEOR Department in August 2014, where he is also a member of the Institute for Data Science and Engineering.

His main research interests are in the area of networks, with a special focus on systemic risk, contagion, and control. In the context of financial networks, the outcome of his research contributes to a better understanding of risk...   More >

Thursday, April 5, 2018

Robots on the Edge: Intelligent Machines, Industry 4.0 and Fog Robotics

Panel Discussion | April 5 | 11:30 a.m.-1:30 p.m. |  UC Santa Cruz, Silicon Valley Campus


3175 Bowers Avenue, Santa Clara, CA 95054

Ken Goldberg, Professor of Industrial Engineering and Operations Research, UC Berkeley, CITRIS and the Banatao Institute; Juan Aparicio, Head of Research Group Advanced Manufacturing Automation, Siemens Corporation

CITRIS and the Banatao Institute


Please join us for the CITRIS Silicon Valley Forum, a new monthly series from CITRIS and the Banatao Institute. Our second panel of the Spring 2018 series invites Ken Goldberg, Professor of Industrial Engineering and Operations Research and Juan Aparicio, Head of Research Group Advanced Manufacturing Automation at Siemens to discuss Robots on the Edge: Intelligent Machines, Industry 4.0, and Fog...   More >


All Audiences, Faculty, Friends of the University, General Public, Students - Graduate

All Audiences

Monday, April 16, 2018

Rahul Jain — Reinforcement Learning without Reinforcement

Seminar | April 16 | 3:30-4:30 p.m. | 3108 Etcheverry Hall


Rahul Jain, University of Southern California

Industrial Engineering & Operations Research


Abstract: Reinforcement Learning (RL) is concerned with solving sequential decision-making problems in the presence of uncertainty. RL is really about two problems together. The first is the `Bellman problem’: Finding the optimal policy given the model, which may involve large state spaces. Various approximate dynamic programming and RL schemes have been developed, but either there are no...   More >

Monday, April 30, 2018

Avraham Shtub -Technion

Seminar: Distinguished Lecture Series | April 30 | 3:30-5 p.m. | 3108 Etcheverry Hall


Avraham Shtub, Technion

Industrial Engineering & Operations Research


Professor Avraham Shtub holds the Stephen and Sharon Seiden Chair in Project Management. He was a faculty member of the department of Industrial Engineering at Tel Aviv University from 1984 to 1998 where he also served as a chairman of the department (1993-1996)...   More >