Tuesday, October 20, 2015 - 4:00pm

In this talk we present an asynchronous multistart algorithm for identifying high-quality local minima. We highlight strong theoretical results that limit the number of local optimization runs under reasonable assumptions. Though the results are valid whether or not the derivative of the objective function exists, the method's efficient use of previously evaluated... Read More

Thursday, October 15, 2015 - 4:30pm

All are welcome to attend! Come and ask questions to the best in the field!

Our Advisory Council Members include:
Ray Hoving '69, '71G - Formerly of Bernard Hodes Group
Richard Simek '94, '95G - Hypertherm, Inc.
Karen LaRochelle '99 - LaRochelle Advisors
Ray Pressburger '05 - Accenture
Kathleen Taylor '87 - Johnson & Johnson... Read More

Tuesday, October 6, 2015 - 4:00pm

ADMM algorithms have been applied to a variety of problems in the last few years due in part to: the simplicity of the iteration and the ability to exploit problem structure. In this talk, we present an ADMM algorithm for the class of convex quadratic programs (QPs) that arise in the context of Model Predictive Control (MPC) applications. Our convergence analysis... Read More

Tuesday, September 29, 2015 - 4:00pm

Over the last several years I have developed a variety of algorithms for faster solution of mixed-integer linear programs, based on a number of insights about branch and bound methods. The seminar will review the insights, the resulting algorithms, and their experimental validation. Topics will include (i) active constraint branching, (ii) branching to force change, (... Read More

Thursday, September 24, 2015 - 3:30pm

Public Lecture 

Computational Progress in Linear and Mixed Integer Programming 

We will look at progress in Linear Programming (LP) and Mixed Integer Programming (MIP) software over the last 25 years. As a result of this progress, modern LP codes are capable of robustly and efficiently solving instances with multiple millions of variables... Read More

Wednesday, September 16, 2015 - 5:30pm

Please register here:

Lehigh’s Industrial and Systems Engineering (ISE) Council will be holding their sixth ISE Career Fair on September 16, 2015, a day before the Lehigh University Career Fair on... Read More

Tuesday, September 15, 2015 - 4:00pm

In this talk, we will present our recent work on two fundamental optimization problems in electric power systems, namely the optimal power flow (OPF) problem and the unit commitment (UC) problem. The first one is highly non-convex, and the second one is subject to significant uncertainty. In the first-part of the talk, we will present three strong second-order cone... Read More

Tuesday, September 8, 2015 - 4:00pm

We consider distributionally robust (DR) single-server scheduling problem variants with a fixed sequence of appointments with random no-shows and service durations. The joint probability distribution is ambiguous and only the support and first moments are given. We study
DR models that incorporate the worst-case expected cost and the worst-case CVaR of waiting,... Read More

Tuesday, September 1, 2015 - 4:00pm

In this talk, we consider two online optimization problems. The first one is the online linear programming problem. In this problem, the underlying optimization problem is a linear program, however, its constraint matrix is revealed column by column along with the corresponding
objective coefficient and a decision variable has to be set each time a column is... Read More

Monday, July 20, 2015 - 7:30am

MOPTA aims at bringing together a diverse group of people from both discrete and continuous optimization, working on both theoretical and applied aspects. There will be a small number of invited talks from distinguished speakers and contributed talks, spread over three days. Our target is to present a diverse set of exciting new developments from different optimization... Read More