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DESCRIPTION:INFORMS Chapter Distinguished Speaker Series\n\nTitle: The Para
metric Self-Dual Simplex Method — A Modern Perspective\n\nSpeaker: Robert V
anderbei\, Princeton University\n\nTime & Location:\n\nTuesday\, November 5
\, 2019\n\n4:30-5:30pm\n\nMohler Lab\, #453\n\nAbstract \n\nThe parame
tric self-dual simplex method (PSD) dates back to George Dantzig’s classic
book published in 1963. Other variants of the simplex method have dominated
the world of optimization over the years but the PSD variant has lots of a
ttractive features both from an educational perspective and in the world of
applications. In the talk I will define the method\, discuss how it helps
one understand more deeply duality theory and algorithm complexity and I wi
ll discuss some application areas including portfolio selection problems an
d LAD-Lasso problems that arise in modern machine learning problems.\n\nBio
sketch\n\nRobert Vanderbei is a Professor in the Department of Operations
Research and Financial Engineering at Princeton University. From 2005 to 20
12\, he was chair of the department. In addition\, he holds courtesy appoin
tments in the Departments of Mathematics\, Astrophysics\, Computer Science\
, and Mechanical and Aerospace Engineering. He is also a member of the Prog
ram in Applied and Computational Mathematics\, is a founding member of the
Bendheim Center for Finance\, and a former Director of the Engineering and
Management Systems Program.\n\nBeyond Princeton\, he is a Fellow of the Ame
rican Mathematical Society (AMS)\, the Society for Applied and Industrial M
athematics (SIAM) and the Institute for Operations Research and the Managem
ent Sciences (INFORMS). Within INFORMS\, he has served as President of the
Optimization Society and the Computing Society and is the 2017 winner of th
e Khachiyan Prize for his work in optimization. He also serves on the Advis
ory Board for the journal Mathematical Programming Computation.\n\nHe has d
egrees in Chemistry (BS)\, Operations Research and Statistics (MS)\, and Ap
plied Mathematics (MS\, PhD). After receiving his PhD from Cornell (1981)\,
he was an NSF postdoc at the Courant Institute for Mathematical Sciences (
NYU) for one year\, then a lecturer in the Mathematics Department at the Un
iversity of Illinois-Urbana/Champaign for two years before joining Bell Lab
s in 1984. At Bell Labs he made fundamental contributions to the field of o
ptimization and holds three patents for his inventions. In 1990\, he left B
ell Labs to join Princeton University where he has been since.
DTEND:20191105T223000Z
DTSTAMP:20200124T112951Z
DTSTART:20191105T213000Z
GEO:40.607787;-75.381521
LOCATION:Mohler Laboratory\, 453
SEQUENCE:0
SUMMARY:INFORMS Chapter Distinguished Speaker Series: Bob Vanderbei\, Princ
eton University | Industrial and Systems Engineering
UID:tag:localist.com\,2008:EventInstance_31741064017765
URL:https://eventscalendar.lehigh.edu/event/informs_chapter_distinguished_s
peaker_series_bob_vanderbei_princeton_university
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