Events

We are pleased to welcome UofT alumnus and current MIT PhD candidate Shuvomoy Das Gupta as our first student seminar speaker of 2023. Please join us in person on January 9 for a coffee and his wonderful talk.

Branch-and-Bound Performance Estimation Programming: A Unified Methodology for Constructing Optimal Optimization Methods When: January 9, 2023 at 3pm ET Location: BA 1230

Abstract: We present the Branch-and-Bound Performance Estimation Programming (BnB-PEP), a unified methodology for constructing optimal first-order methods for convex and nonconvex optimization. BnB-PEP poses the problem of finding the optimal optimization method as a nonconvex but practically tractable quadratically constrained quadratic optimization problem and solves it to certifiable global optimality using a customized branch-and-bound algorithm. By directly confronting the nonconvexity, BnB-PEP offers significantly more flexibility and removes the many limitations of the prior methodologies. Our customized branch-and-bound algorithm, through exploiting specific problem structures, outperforms the latest off-the-shelf implementations by orders of magnitude, accelerating the solution time from hours to seconds and weeks to minutes. We apply BnB-PEP to several setups for which the prior methodologies do not apply and obtain methods with bounds that improve upon prior state-of-the-art results. Finally, we use the BnB-PEP methodology to find proofs with potential function structures, thereby systematically generating analytical convergence proofs. (Joint work with Prof. Bart Van Parys and Prof. Ernest K. Ryu)

Paper link: https://arxiv.org/abs/2203.07305

Code: https://github.com/Shuvomoy/BnB-PEP-code

Speaker Bio: Shuvomoy Das Gupta is a fourth-year Ph.D. student at the MIT Operations Research Center. His research focuses on developing efficient algorithms for large-scale optimization and machine learning. He obtained his M.A.Sc. from the ECE Department at the University of Toronto in 2016 and then worked as a researcher at the Research & Technology Department of Thales Canada for three years. His M.A.Sc. research on energy-efficient railway timetables has been applied to the largest installed base of communication-based train control systems worldwide. Previously, he obtained a Bachelor of Science in Electrical and Electronic Engineering from the Bangladesh University of Engineering and Technology.

We are hosting a workshop by Wix representatives on creating an online portfolio website. What will be covered:

• • • How to plan an academic/industry-oriented website
    • How to use the Wix platform for building your website
    • Explore professional design features
      You will discover the basics in creating a Wix website as well as features to take your portfolio to the next level.

A one-year FREE Wix premium plan + domain will be offered to all attendees! (Attendance is necessary for receiving the coupon.)

Date and time: March 9th, 2022 at 12-1pm EST
You will receive a Zoom link the day of the event.

Please register here by March 8th, 2022.

We are excited to host Ian Zhu, a Ph.D. candidate at University of Toronto. Join us for an engaging tutorial on Inverse Optimization, a highly sought-after topic of interest among operational researchers in recent years.

When: Friday Feb 18 @ 1:10pm – 2:00 pm Link: https://utoronto.zoom.us/j/83794834163

Abstract: In recent years, there has been an explosion of interest in the mathematics and applications of inverse optimization. This tutorial will introduce the topic using several motivating examples drawn from transportation, finance and healthcare. A basic inverse optimization formulation will be presented along with techniques for solving the problem. The tutorial will conclude by highlighting current research trends and exciting avenues for future research. Bio-sketch: Ian is a fourth-year Ph.D. candidate in Industrial Engineering at the University of Toronto. His research interests lie at the intersection of analytics, economics and optimization. He is currently working on developing new algorithms for inverse and robust optimization problems. In his spare time, he enjoys reading, being active, and once enjoyed traveling (when that was still possible).

 

The University of Toronto Operations Research Group (UTORG) is hosting a Meet & Greet with Prof. Archis Ghate, from Industrial & Systems Engineering Department at University of Washington, following his talk titled ‘Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets‘. We hope to see you there!

Please note that the Meet & Greet will follow immediately after the talk which will be held on October 21th, 12:10 – 1:00 PM EST. For more information regarding the talk, please visit here.

When: October 21th @ 12:10 – 1:00 PM EST Register here!

Bio-sketch: Archis Ghate is a Professor and Associate Chair in the Department of Industrial & Systems Engineering at the University of Washington in Seattle. He joined the University of Washington as an Assistant Professor in 2006 after receiving a PhD in Industrial and Operations Engineering from the University of Michigan in 2006, and an MS in Management Science and Engineering from Stanford in 2003. He completed his undergraduate education at the Indian Institute of Technology, Bombay, India, in 2001. Archis is a recipient of the NSF CAREER award, and of the award for Excellence in Teaching Operations Research from the Institute of Industrial Engineers. Archis has served on the editorial boards of several journals. He served as the General Chair of the INFORMS 2019 Annual Meeting, and as a Program Co-Chair of the 2021 IISE Annual Conference.

 

The University of Toronto Operations Research Group (UTORG) is hosting a Meet & Greet with Dr. Elias Khalil, from MIE Department at UofT, following his talk titled ‘Deep Reinforcement Learning for Online Combinatorial Optimization: The Case of Bipartite Matching‘. We hope to see you there!

Please note that the Meet & Greet will follow immediately after the talk which will be held on October 7th, 12:10 – 1:00 PM EST. For more information regarding the talk, please visit here.

When: October 7th @ 12:10 – 1:00 PM EST Register here!

Bio-sketch: Elias B. Khalil is the Scale AI Research Chair in Data-Driven Algorithms for Modern Supply Chains, an Assistant Professor of Industrial Engineering at the University of Toronto, and a Faculty Affiliate of the Vector Institute. Prior to that, he was the IVADO Postdoctoral Scholar at Polytechnique Montréal. Elias obtained his Ph.D. from the College of Computing at Georgia Tech where he was an IBM Ph.D. Fellow in 2016. His research interests are in the integration of machine learning and discrete optimization to enable fast and optimal decision-making for supply chain planning and healthcare resource management.