Friday, February 7, 2014 - 2:30pm

In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex function. The theoretical speedup, as compared to the serial method, and referring to the number of iterations needed to... Read More

Monday, February 3, 2014 - 2:30pm

In the interconnected world of today, large-scale networked systems are ubiquitous. Some examples include communication networks, electricity grid and sensor networks. In this talk, we describe two recent results related to these networked systems. In the first part, we present a fast distributed asynchronous Alternating Direction Method of Multipliers (ADMM) based... Read More

Monday, January 27, 2014 - 2:00pm

Decision-making problems that arise in complex systems (e.g., power grids, emergency logistics, communications networks and supply chains) invariably involve uncertainty and risk. These problems are further complicated by the combinatorial nature of the decisions involved. First, we consider multi-stage linear optimization problems under reliability or quality of... Read More

Friday, January 17, 2014 - 2:00pm

Massive graph datasets are used operationally by providers of internet, social network and search services. Sampling can reduce storage requirements as well as query execution times, while prolonging the useful life of the data for baselining and retrospective analysis. Sampling must mediate between the characteristics of the data, the available resources, and the... Read More

Wednesday, January 15, 2014 - 4:00pm

Nature loves symmetry. Artists love symmetry. People love symmetry. Mathematicians and computer scientists also love symmetry, with the only exception of mathematical programmers, who always want to break it. Why? Symmetry is of great help in simplifying optimization in a convex setting, but in the discrete case it can trick search algorithms because symmetric... Read More

Wednesday, December 11, 2013 - 2:00pm

This work studies the management of compliance with sustainability requirements in a supply chain in a business environment in which monitoring and legal enforcement of penalties is challenging. This situation is relevant to firms operating in developing countries where it is hard to make suppliers pay penalties for poor quality. Because buyers are concerned with... Read More

Wednesday, December 4, 2013 - 4:00pm

We study the performance of linear and piecewise-linear decision rules for adaptive optimization problems based only on the geometry of uncertainty sets. In particular, we show that Minkowski Symmetry and Banach-Mazur distance play a signicant role in determining the power of linear and piecewise-linear decision rules in adaptive optimization problems. We discuss the... Read More

Tuesday, December 3, 2013 - 3:00pm

Sampling large operational datasets such as ISP usage measurements can be effective for reducing storage requirements and execution time, while prolonging the useful life of the data for baselining and retrospective analysis. Sampling needs to mediate between the characteristics data and accuracy need of queries. This talk is about a cost-based formulation to express... Read More

Friday, November 15, 2013 - 2:30pm

A convex feasibility problem is concerned with finding a point in the intersection of convex sets. These problems are fundamental in optimization because any convex optimization problem can be cast in this form. Elementary algorithms are iterative algorithms for solving convex feasibility problems that involve simple operations such as matrix-vector multiplications,... Read More