Data-Driven Optimization and Applications

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Joint Seminar
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Big Data Institute
Department of Computer Science & Engineering
Department of Mathematics
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Speaker:        Prof Yinyu Ye
                K.T.Li Chair Professor of Engineering
                Stanford University

Title:          "Data-Driven Optimization and Applications"

Date:           Monday, 5 June 2017

Time:           11:00am to 12 noon

Venue:          Lecture Theater H (near lifts 27/28), HKUST

Abstact:

We present few optimization case studies driven by online, uncertain and 
massive data. We show how analytical decision models and numerical 
algorithms can be used to achieve efficiency and optimality. 1) Dynamic 
Pricing and Online Combinatorial Auction using online linear programming 
technologies, 2) Sensor Network Localization and Dimension Reduction using 
semi-definite programming technologies, 3) Service location/partition 
based on geographic data, where we provide a fast algorithm to partition a 
convex region on a region into multiple sub-regions such that each piece 
has two density measurements equalized. Applications include 
redistricting, surveillance covering, vehicle routing, service region 
drawing, Big-Data and Decision Science.


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Biography:

Yinyu Ye is currently the K.T. Li Chair Professor of Engineering at 
Department of Management Science and Engineering and Institute of 
Computational and Mathematical Engineering, Stanford University. He is 
also the Director of the MS&E Industrial Affiliates Program. He received 
the B.S. degree in System Engineering from the Huazhong University of 
Science and Technology, China, and the M.S. and Ph.D. degrees in 
Engineering-Economic Systems and Operations Research from Stanford 
University. His current research interests include Continuous and Discrete 
Optimization, Data Science and Application, Algorithm Design and Analysis, 
Computational Game/Market Equilibrium, Metric Distance Geometry, Dynamic 
Resource Allocation, and Stochastic and Robust Decision Making, etc. He is 
an INFORMS (The Institute for Operations Research and The Management 
Science) Fellow since 2012, and has received several academic awards 
including: the 2009 John von Neumann Theory Prize for fundamental 
sustained contributions to theory in Operations Research and the 
Management Sciences, the 2015 SPS Signal Processing Magazine Best Paper 
Award, the winner of the 2014 SIAM Optimization Prize awarded (every three 
years), the inaugural 2012 ISMP Tseng Lectureship Prize for outstanding 
contribution to continuous optimization (every three years), the inaugural 
2006 Farkas Prize on Optimization, the 2009 IBM Faculty Award, etc.. He 
has supervised numerous doctoral students at Stanford who received the 
2015 and 2013 Second Prize of INFORMS Nicholson Student Paper Competition, 
the 2013 INFORMS Computing Society Prize, the 2008 First Nicholson Prize, 
and the 2006 and 2010 INFORMS Optimization Prizes for Young Researchers. 
He is the Chairman of technical advisory board of MOSEK, one of the major 
commercial international optimization software companies. His text book 
written with David Luenberger, "Linear and Nonlinear Programming," has 
been popularly used in academic education. In the past, Ye has led and 
managed a group of researchers on a broader range of government and 
industrial projects including Boeing, American Express, Oracle, AOL, IBM, 
49ers, Huawei, EPRI, China EPRI, Ai-Force, NSF, DOE, etc.; focusing on 
business analytics, sensor network, big data, risk management, electronic 
commerce, Internet economics, etc. He has been the Director of the 
Stanford Management Science and Engineering Department Industrial 
Affiliates Program since 2002, where his role is to establish direct links 
between members of the faculty and industrial affiliates.