Wednesday, April 20, 2011

Postdoctoral Position at Arizona State University

- Job Description: Open postdoctoral associate position on a project supported by INTEL with a grant to Dieter Armbruster.
- Starting date: Anytime after May 15, 2011, at the latest on August 15, 2011.
- Length: 10 months, extension possible, depending on results and funds.
- Benefits: The position is considered full time employment at ASU and hence includes certain benefits like health insurance etc.
- Teaching required: One course of calculus per semester.
- Requirement: Ph.D. in Mathematics, Computer Science, Industrial Engineering or related fields

Project: A group of researchers from ASU led by D. Armbruster (Mathematics) and Hongmin Li (Business School) and a group from INTEL led by Karl Kempf are modeling the sale of INTEL chips. We have developed a semi-automatic way to extract the rules by which the OEMs decide to pick up a product that INTEL introduces into the market as well as the rules by which the OEMs drop an INTEL product out of their product palette. The project so far has included data mining and agent based simulations. We expect these activities to continue and expand to include stochastic optimization and game-theoretic aspects. The project features a unique and close interplay between industrial problems and applied mathematics and business considerations. The goal is to generate insight and concepts for INTEL that can at the same time be published in regular academic journals and be presented at regular INFORMS conferences.

Contact: Please send an application and CV to Dieter Armbruster <armbruster@asu.edu>.
Applications received before May 15, 2011 will receive full consideration.

Thursday, April 14, 2011

Lehigh University Sixth Annual High Performance Computing Symposium

I am thrilled by the opportunities Lehigh University provides us.  I just finished the first day symposium. My understanding of MPI is strengthened and really appreciate experts from Pittsburgh Supercomputing Center. Actually there are quite useful resources as listed below 

http://www.psc.edu/training/


     The whole program can be reached at
     http://hpcsymposium.lehigh.edu/2011/program.html

Day 1 - Thursday, April 14, 2011

Lehigh University in conjunction with the Pittsburgh Supercomputing Center are pleased to offer a full day of High Performance Computing instruction. Participants will receive a comprehensive introduction to current scientific computing techniques, including a hands-on introduction to distributed computing with MPI. Pittsburgh Supercomputing Center instructors will cover all of the significant computing paradigms such as GPGPU computing and new parallel languages. Students will learn the most popular and effective technique, MPI programming, in detail, followed by hands-on exercises and real problems. Participants are encouraged to bring their own code(s) and seek advice from the instructors. Walk away with the tools necessary to take advantage of the parallel computing facilities available to you at Lehigh. Practical knowledge of C or Fortran is required.

NSF AWARD : Distribution and Moment-Robust Optimization Models and Algorithms

Recently, one NSF funding is awarded to Sanjay Mehrotra. 
Abstract:
Optimization models and methods are widely used in decision problems. Incorporating parameter uncertainty is important in constructing representative optimization models. This parameter uncertainty may be described by a probability distribution, the moments of a probability distribution, or using bounds and confidence intervals on moments. When estimating uncertain parameters, information is also available on the error distribution of the estimated parameter. The research objective of this award is to study properties and develop algorithmic methods for solving multivariate optimization models that incorporate parameter uncertainty using limited knowledge on their distribution, and the parameter estimation errors. The optimization models will be based on using parameter distribution moment estimates. The models will incorporate moment estimation errors using a suitable penalty approach. 

If successful, the results of this research will lead to the development of a new class of decision optimization modeling tools with associated algorithmic techniques for solving these models. This award will contribute to better handling of parameter uncertainty in single and two-stage inventory planning models, the classical least squares model, and the models involving objectives described by quadratic functions. A better understanding of algorithmic implications of parameter uncertainty in these problems will provide foundation for handling parameter uncertainty in other application models that use the planning, the least squares and quadratic objectives as basic building blocks. The award will also contribute to the development of computational tools implementing the algorithms solution techniques. Experiments will be performed to validate the algorithms, and to compare the properties of the solutions generated from the models incorporating distributional knowledge with those that ignore this information.

Seminar : PageRank- some methods, models and regularizations

* Time:     11am- 12noon, Thursday, April 14, 2011

* Location: Instructional Center, IC 211

* Speaker:  Prof. Boris Polyak


* Title:    PageRank: some methods, models and regularizations

* Abstract:
PageRank problem is one of challenging problems in information
technologies and numerical analysis due to its huge dimension and wide
range of applications. It also attracts great attention of experts in
control theory; it is closely related to consensus in multiagent
systems. The traditional approach to PR goes back to the pioneering
paper by Brin and Page. The original problem is replaced with finding
the eigenvector of the modified matrix which can be effectively solved
by the power method. In this paper we demonstrate that the solution of
the modified problem can be far enough from the original one and propose
an iterative regularization method which allows to find the desired
solution. We also propose an l1-regularization; its solution of the PR
problem ignores low-ranking pages. All methods are illustrated on two
examples of PR problems which have many attractive features as
simulation tests.

* Bio:
Boris Polyak currently serves as the head of Adaptive and Robust Control
Systems Laboratory at the Institute for Control Sciences, Russian
Academy of Sciences and as a professor at the Department of Engineering
and Cybernetics of Moscow Institute of Physics and Technology. He earned
his PhD in Mathematics (1963) from Moscow State University and Doctor of
Science degree in Engineering (1978) from the Institute of Control
Sciences. After working as a researcher at the Moscow State University
for several years, Boris joined the Institute of Control Sciences at
1971. He is an author of 4 monographs and more than 180 journal papers
in different fields including mathematical programming, control,
numerical analysis, stochastic optimization, and statistics. Boris is an
IFAC fellow. His numerous awards include Meyerhoff Fellowship in 1991
and Andronov's Award of Russian Academy of Science in 1994. Last but not
the least, he is a nice and cheerful fellow.

Wednesday, April 13, 2011

Post Doctoral Research Opportunity at Purdue University

Transportation Network Mobility Lab at Purdue University is currently
looking for postdoctorate or experienced researchers to work in our
Research group. We have a number of projects on disaster management,
dynamic equilibrium, network science, mobile sensor networks, freight
logistics and we would expect that the successful applicant(s) would
also be collaborating with interdisciplinary scholars on campus.

The ideal applicant would have:
* A PhD or industry experience in an area related to Transportation
Modeling, Operations Research or Computer Science.
* Good knowledge of Mathematical Programming optimization techniques.
* Familiarity with emerging techniques in network science,
algorithmic game theory, simulation and resilience.
* Experience, aptitude or interest in solving transportation
modeling related problems with interfaces with wireless networking,
other infrastructure systems and policy.
* Excellent computer programming skills in any of the languages such
as C++, Java and Perl.
* Excellent written and oral English communication skills.

The position can start immediately or in the next few months.

The successful candidate will have the opportunity to work in an
exciting and dynamic research environment. The candidate will have the
opportunity to work on both fundamental research and applied research,
shape their research projects, attend conferences and lead research
meetings with collaborators. The researcher is expected to work in a
interdisciplinary setting and hence good interpersonal skills are
required.

Interested candidates should send an email to Professor Satish Ukkusuri
(sukkusur@purdue.edu) along with a CV including the names of at least
three references and two sample publications.

Tuesday, April 12, 2011

Post-Doctoral Position Center for eHealth Innovation and Process Transformation (CeHIPT)

 The Center for eHealth Innovation and Process Transformation (CeHIPT, http://cehipt.wpi.edu) at Worcester Polytechnic Institute (WPI) is seeking an outstanding researcher for a post-doctoral position, to begin June 1, 2011. The initial length of appointment is 6 months, which may be extended upon successful performance and availability of funding for an additional 6 months. Candidates should have expertise and interest in survey design and analysis, simulation and/or optimization modeling, and health care system redesign enabled by information technology. The ideal candidate will have a Ph.D. in Information Systems with an MS in Industrial Engineering (IE) or Operations Research (OR), or a Ph.D. in IE/OR or Operations Management with an MS in Information Systems.
The successful candidate will be part of CeHIPT’s interdisciplinary research team, which develops recommendations and tools that health care organizations can use to successfully transform their care delivery processes. To achieve this goal, CeHIPT takes a systems approach to research, drawing on and integrating core concepts from industrial and systems engineering, biomedical and health informatics, and information systems research. CeHIPT ensures that the problems being investigated and the solutions being proposed are relevant to the health care community through partnerships with health care organizations.
As part of the New England Veterans Engineering Resource Center (VERC), CeHIPT is working with the VA New England Health Care System to improve the delivery of healthcare to veterans. The New England VERC, a partnership between the VA New England and three academic institutions, was established to integrate systems engineering principles and methods into the fabric of VA healthcare operations. The successful candidate will contribute to ongoing work focused on streamlining administrative processes, as well as contribute to new projects related to patient portals, personal health records, and coordinating care.
WPI is a selective private university located in Worcester, Massachusetts, with an innovative curriculum centered on engineering, science, technology, and business. Ranked highly by US News & World Report among national comprehensive universities, WPI enjoys close working relationships with many organizations, due in part to its project-enriched curriculum that engages students and faculty in real-world problem solving.
Applications should be sent to postdoc@wpi.edu. Applications should include a curriculum vitae and a list of three professional references (with contact information). Applications will be considered on a continuing basis beginning April 25, 2011 until the position is filled. Questions can be addressed to Sharon Johnson, postdoc@wpi.edu.
WPI is an affirmative action, equal opportunity

Monday, April 11, 2011

IBM ILOG CPLEX 12.1 User Manual

ftp://ftp.software.ibm.com/software/websphere/ilog/docs/optimization/cplex/ps_usrmancplex.pdf

http://publib.boulder.ibm.com/infocenter/cosinfoc/v12r2/index.jsp

Seminar: PageRank --some methods, models and regularizations

* Time:     11am- 12noon, Thursday, April 14, 2011

* Location: Instructional Center, IC 211

* Speaker:  Prof. Boris Polyak

* Title:    PageRank: some methods, models and regularizations

* Abstract:
PageRank problem is one of challenging problems in information technologies and numerical analysis due to its huge dimension and wide range of applications. It also attracts great attention of experts in control theory; it is closely related to consensus in multiagent systems. The traditional approach to PR goes back to the pioneering paper by Brin and Page. The original problem is replaced with finding the eigenvector of the modified matrix which can be effectively solved by the power method. In this paper we demonstrate that the solution of the modified problem can be far enough from the original one and propose an iterative regularization method which allows to find the desired solution. We also propose an l1-regularization; its solution of the PR problem ignores low-ranking pages. All methods are illustrated on two examples of PR problems which have many attractive features as simulation tests.

* Bio:
Boris Polyak currently serves as the head of Adaptive and Robust Control Systems Laboratory at the Institute for Control Sciences, Russian Academy of Sciences and as a professor at the Department of Engineering and Cybernetics of Moscow Institute of Physics and Technology. He earned his PhD in Mathematics (1963) from Moscow State University and Doctor of Science degree in Engineering (1978) from the Institute of Control Sciences. After working as a researcher at the Moscow State University for several years, Boris joined the Institute of Control Sciences at 1971. He is an author of 4 monographs and more than 180 journal papers in different fields including mathematical programming, control, numerical analysis, stochastic optimization, and statistics. Boris is an IFAC fellow. His numerous awards include Meyerhoff Fellowship in 1991 and Andronov's Award of Russian Academy of Science in 1994. Last but not the least, he is a nice and cheerful fellow.

IPOPT wins the Wilkinson Prize for Numerical Software

       The 2011 Wilkinson Prize for Numerical Software will be awarded to
       Andreas Waechter (IBM T. J. Watson Research Center) and Carl Laird
       (Texas A&M University) for IPOPT, a software library for solving
       nonlinear, nonconvex, large-scale continuous optimization problems.
       The presentation of the award will take place at the International
       Congress on Industrial and Applied Mathematics (ICIAM 2011) in
       Vancouver, BC, Canada.

       IPOPT is an object-oriented software library that facilitates the
       solution of large-scale continuous optimization problems. Interfaces
       for modeling languages (AMPL, GAMS), and for MATLAB, R, Java, and
       Python are included. In addition, IPOPT allows the use of several
       third-party solvers of sparse, symmetric indefinite linear systems.
       IPOPT has extensive documentation and a tutorial that allows users to
       install and use the package in a short period of time.

       IPOPT is available from the COIN-OR open source repository.  IPOPT has
       been used in a wide range of applications, including automatic tuning
       of transistor widths, inverse kinematics of a humanoid robot, dynamic
       optimization of chemical processes, portfolio optimization and risk
       management, water and wastewater management, hyperthermia treatment
       planning, optimal design of masks in wafer lithography, and the
       simulation of complex dynamical systems.

       The Wilkinson Prize is awarded every four years to the entry that best
       addresses all phases of the preparation of numerical software, and is
       sponsored by Argonne National Laboratory (US), the Numerical
       Algorithms Group (UK), and the National Physical Laboratory (UK).

       Jorge Moré

Sunday, April 10, 2011

Seminar: Practical applications of subadditive Euclidean functional theory

Here is an interesting talk by an ISE professor, Dr. John Gunnar Carlsson, which will be given on Wednesday (April 13th) in Christmas-Saucon Hall room 201 at 4:10 pm. Tea, coffee, and cookies will be served at 3:30 pm in XS 107 (math department commons room).

Abstract: Subadditive Euclidean functional theory deals with the asymptotic
behavior of various well-known combinatorial structures, such as travelling
salesman tours, minimum spanning trees, and minimum matchings.  In this talk
we describe two algorithms currently in use by the Boeing Company that make
use of major results in this subject.  The first problem is a stochastic
vehicle routing problem in which our goal is to partition a planar service
region into sub-regions so as to balance the workloads of a fleet of
vehicles; we assume that the locations of the vehicles' destinations are
unknown, but follow a given probability density.  In the second problem, our
goal is to describe the "worst-case" density that maximizes the workload of
a fleet of vehicles, given information regarding the first and second
moments of the (unknown) density function.

Speaker Bio:  John Gunnar Carlsson is an assistant professor in Industrial
and Systems Engineering at the University of Minnesota.  His research
interests include computational geometry, geometric probability, and
optimization.  He received an AB in mathematics and music from Harvard
University in 2005 and a PhD in computational mathematics from the Institute
for Computational and Mathematical Engineering at Stanford University in
2009.

Friday, April 8, 2011

Postdoc transportation OR positions in Melbourne, Australia

Constraint Technologies (CTI), based in Melbourne Australia, is currently
looking for postdoctorate or experienced researchers to work in our
Research group. We have a number of projects operating in association
with the CTI-Monash Centre for Optimisation in Travel, Transport and
Logistics, and we would expect that the successful applicant(s) would
also be collaborating with researchers at Monash University. Publication
and presentation at conferences are encouraged subject to protection of
trade secrets.

The ideal applicant would have:
   * A PhD or industry experience in an area related to Operations Research.
   * Good knowledge of Mathematical Programming optimization techniques.
   * Broad knowledge of other optimization techniques and heuristics.
   * Experience, aptitude or interest in solving transport related
     problems in the rail and airline sectors such as online schedule
     recovery optimization, training resource planning and schedule
     optimization.
   * Excellent computer programming skills.
   * Good written and oral English communication skills.

CTI offers the attractive opportunity of a permanent job working in the field
of Operations Research while collaborating with a University. In a similar
concept to Google’s “20-percent time”, we encourage researchers to spend a
portion of their time working on a project that they are passionate about.

CTI welcomes applications from within and outside Australia.

For further information please contact Ian Evans.
email:  Ian dot Evans at constrainttec dot com

Thursday, April 7, 2011

Post-Doctoral Fellow—Healthcare Applications University of Maryland School of Medicine


Position Description:
The Department of Radiation Oncology at the University of Maryland, School of Medicine is recruiting for a post-doctoral fellow position to carry out research in large-scale optimization problems and OR applications in radiation therapy. Projects will involve computation using a high-throughput computing environment or GPU. Expertise in operations research (good knowledge of exact/heuristic linear/nonlinear optimization techniques) is preferred. Candidates for this position must have a Ph.D. in industrial engineering, computer science, electrical and computer engineering, medical physics, biomedical engineering, or related field. Successful applicants must be highly motivated and must have strong programming (C/C++ and Matlab) skills.

Facility and Equipment:
The Medical Physics Division is currently staffed with 14 PhD faculty physicists, 9 dosimetrists, and 15 post-doctoral fellows (some with an operations research background) and graduate students. We provide clinical services at the University of Maryland Medical Center and three community practice centers. Services include conformal radiotherapy, intensity-modulated radiation therapy, intensity-modulated arc therapy, cone-beam CT-guided radiotherapy, on-line portal imaging, stereotactic radiosurgery/radiotherapy and brachytherapy. We are outfitted with state-of-the-art equipment including seven Varian and one Elekta linear accelerators. In addition we have two multi-slice large bore CT simulators with 4D capabilities and two other CT simulators. The department has access to clinical PET/CT and MR scanners. Campus-wide shared resources include small-animal imaging PET and MR scanners. Treatment planning systems from multiple vendors include Philips, Varian and Prowess.

Employer and Environment:
The Department of Radiation Oncology within the University of Maryland Greenebaum Cancer Center has a main facility at the University of Maryland Medical Center in downtown Baltimore, close to the main attractions of the Inner Harbor waterfront and professional sports arenas, theaters and symphony venues.

Interested applicants should mail or send electronically their curriculum vitae to:
Warren D’Souza, Ph.D.
Associate Professor and Chief of Medical Physics
Department of Radiation Oncology
UMMC Gudelsky Building Room GGJ-02
22 South Greene St
Baltimore MD 21201
wdsou001@umaryland.edu

The University of Maryland, Baltimore is an Equal Opportunity, Affirmative Action employer.  Minorities, women, veterans and individuals with disabilities are encouraged to apply.

Wednesday, April 6, 2011

Seminar: A 3-Slope Theorem for the Infinite Relaxation in the Plane

Wednesday, April 6, 2011 (12:00pm)
•Title: A 3-Slope Theorem for the Infinite Relaxation in the Plane

•Speaker: Marco Molinaro, CMU ACO program •Location: ISyE executive classroom
We consider the infinite relaxation of the corner polyhedron with 2 rows. For the 1-row case, Gomory and Johnson proved in their seminal paper a sufficient condition for a minimal function to be extreme, the celebrated 2-Slope Theorem. Despite increased interest in understanding the multiple row setting, no generalization of this theorem was known for this case. We present an extension of the 2-Slope Theorem for the case of 2 rows by showing that minimal 3-slope functions satisfying an additional regularity condition are extreme. Moreover, we show that this regularity condition is necessary, unveiling a structure which is only present in the multi-row setting.

This is a joint work with Gerard Cornuejols.

Monday, April 4, 2011

Seminar : MIP Models for Production/Distribution and Production/Sequencing

OR Colloquium
Laurence Wolsey, Universite catholique de Louvain, CORE and IMMAQ
11am-12pm Tuesday, April 5
Location: ISyE Main Executive Classroom

Title:
"MIP Models for Production/Distribution and Production/Sequencing"

Abstract:
After a brief introduction on single item lot-sizing, we present tight or tighter formulations for a couple of single and multi-item constant capacity lot-sizing variants.
We then examine how reformulation results for basic (typically) single-item problems can be used or extended to tackle realistic multi-item, multi-site problems. As a first application we consider a two-level supply chain, namely a multi-item n-period model with production sites and sales areas with production at the sites and transportation to the areas. We demonstrate the effectiveness of a multi-commodity reformulation combined with the use of inequalities for family set-ups when there are capacities at the transportation level.
The second application is a multi-item parallel machine model with start-up and/or sequence dependent changeover costs. Here we show how to extend existing valid inequalities and formulations to deal with identical parallel machines. Some limited computational results are presented.

Bio:
Laurence Wolsey works at CORE (Center for Operations Research and Econometrics) and is professor of applied mathematics and operations research in the department of Engineering Mathematics of l'Universite catholique de Louvain in Louvain-la-Neuve, Belgium.
His main field of research is mixed integer programming, including theory, the development of branch-and-cut systems, and applications in production planning and scheduling and in network design. He is author of a textbook "Integer Programming" Wiley 1998, as well as joint author with George Nemhauser of "Integer Programming and Combinatorial Optimization",Wiley 1988, and "Production Planning by Mixed Integer Programming" with Y. Pochet, Springer 2006.
Recently he has been particularly interested in the polyhedral structure of simple mixed integer programming sets, in particular mixing sets and their generalizations that have important applications in lot-sizing, and sets arising from two or more rows of a simplex tableau, an area that has been receiving much attention recently.
He has worked closely with groups at BASF (production planning), France Telecom (multiplexer assignment) and DASH (commercial mixed integer programming systems) among others.
He has received    the Orchard-Hays prize in 1988 from the Mathematical Programming Society (with T.J. Van Roy), the Lanchester Prize in 1989 from the Operations Research Society of America (with G.L. Nemhauser), and the EURO Gold Medal in 1994. He was editor-in-chief of the Mathematical Programming journal from 1999-2003.

Friday, April 1, 2011

pkg-config in COIN-OR

Now quite a few COIN-OR projects have adopted pkg-config tool when building their projects.

Here is the manual of pkg-config shown below
pkg-config

pkg-confg @freedesktop

Gurobi to introduce new Version 4.5 at the April 2011 INFORMS Conference

Gurobi Optimization will be introducing the newest release, Version 4.5, at the 2011 INFORMS Conference on Business Analytics and Operations Research, to be held April 10 - 12, at the Chicago Marriot Downtown Magnificent Mile, in Chicago, IL.
Gurobi Optimization will be very active at this INFORMS Conference, with a technology workshop, exhibit booth and software tutorial. This is a great opportunity to find out more about what's coming in the Gurobi Optimizer 4.5 and to meet with the Gurobi team.

WorkshopGurobi Performance Marches On
Presented byDr. Robert Bixby, President and Co-founder, Gurobi Optimization

Dr. Gregory Glockner, Director of Engineering
LocationIndiana/Iowa room
TimeSunday, April 1012:00 pm-2:30 pm

(Since this is lunch time, we'll provide snacks and drinks for all attendees).
This workshop will review recent improvements in the Gurobi Optimizer. With Version 4.0, our emphasis was on the new Gurobi QP solvers, including QP simplex, QP barrier, and Mixed Integer QP. Version 4.5 is focused on performance and stability improvements in our LP algorithms and our flagship MIP offering. We will talk about some of the important ideas contributing to Version 4.5 and will conclude with a summary of current benchmarks. The workshop will also include presentations devoted to performance tuning of the Gurobi solvers and a discussion of best practices when building applications using the different Gurobi APIs.
Software TutorialWhen bad things happen to good models: staying out of numerical trouble
Presented byDr. Gregory Glockner, Director of Engineering
LocationMinnesota room
TimeMonday, November 810:30 am-11:20 am
Practically everyone in applied OR has heard the phrase "garbage in, garbage out". What does this mean when solving models with Gurobi Optimizer? What types of models lead to computational difficulty? How do numerical issues affect the results of optimization models? Learn how to detect numerical issues, and see what you can do to avoid them and get the results you expect from Gurobi.
ExhibitGurobi Optimization
LocationSalon III, Booth 15
TimesSunday, April 106:30 pm-8:00 pm     Welcome Reception

Monday, April 118:00 am-4:30 pm

Tuesday, April 129:00 am-3:30 pm