Saturday, May 26, 2012

Postdoc Position on Stochastic Optimization at Argonne National Laboratory

The Mathematics and Computer Science Division at Argonne National Laboratory is searching for a postdoctoral appointee to develop *scalable algorithms for stochastic and robust optimization with probabilistic constraints and supporting convergence theory*. The candidate will also perform scalability tests in parallel computing clusters. The problems of interest arise from the design and real-time coordination of next-generation national infrastructure systems such as electrical and natural gas transmission networks where uncertainties originate from rare events and spatio-temporal weather and demand fields.

Candidates must possess a comprehensive background in numerical optimization and statistics as well as solid C/C++ programming skills.

More information on the position can be found in:

http://web.anl.gov/jobsearch/detail.jsp?userreqid=319368+MCS&lsBrowse=POSTDOC

The interested candidate can also contact me directly.

Best regards,

Victor M. Zavala
Mathematics and Computer Science Division
Argonne National Laboratory
9700 S Cass Ave, Bldg 240, Argonne, IL 60439
E-mail: vzavala@mcs.anl.gov
Website: http://www.mcs.anl.gov/~vzavala/

Thursday, May 10, 2012

Postdoc Position in Optimization at Northwestern IEMS


We invite applications for a new postdoctoral research position in the area of optimization. Background in integer programming and ability to write and work with C++ programming language is a requirement.  Knowledge of stochastic optimization and continuous optimization methodology will add strength to a qualified candidate’s application.  The position may start immediately and may be extended to two more years.

For further information contact/email: mehrotra@iems.northwetern.edu
====
Sanjay Mehrotra, Ph.D.
Professor, Industrial Engineering and Management Sciences, McCormick School of Engineering
Professor, Institute for Health Studies, Feinberg School of Medicine
Northwestern University, IL 60208

Monday, May 7, 2012

PhD positions in Optimization/Renewable Energy

PhD positions in Optimization/Renewable Energy

At the Faculty of Mathematics and Natural Sciences at the University of Bergen, Norway, there are two open 4-year positions as PhD students in renewable energy. Possible research topics include industrial optimization, and applications from candidates with a recent master degree in optimization are therefore very welcome. The application deadline is 3 June 2012.

For more details about the positions and how to apply, please visit
http://www.jobbnorge.no/job.aspx?jobid=83156
and look for English text under the flag button.

Inquiries can be addressed by email to Professor Dag Haugland, Department of Informatics, Email: dag@ii.uib.no

Friday, May 4, 2012

EXCEPTIONAL, ENTREPRENEURIAL POST DOCTORAL FELLOW POSITION IN OPTIMIZATION AND MARKETS


EXCEPTIONAL, ENTREPRENEURIAL POST DOCTORAL FELLOW POSITION IN OPTIMIZATION AND MARKETS

The US administration is appropriately interested in facilitating the transfer of university-generated technologies out into the world.  As part of this effort, the National Science Foundation has a new highly-selective program for facilitating this.  Prof. Sandholm recently received a grant from that program to commercialize some of the technology and know-how being developed in his Electronic Marketplaces laboratory at Carnegie Mellon University.  The NSF grant covers a Post Doctoral Fellow, and the matching funds cover the operations of a new startup company.  The topic is in the intersection of electronic marketplaces and integer programming.  The first two products will be in advertising markets and electricity markets, respectively.

The postdoc positions in this NSF program are exceptional in that they are for cultivating next-generation entrepreneurs. The position is for 18-24 months at Carnegie Mellon University.  After that, conditional on progress, the postdoc has the opportunity to transition into a position of significance at the startup company.  This is a truly exceptional opportunity for someone who wants to change the world with technology.

The position is open immediately.

Requirements:

- Strong knowledge of integer programming (and ideally also stochastic/robust optimization).
- Strong skills and desire to build significant productized optimization software that is fast in practice.
- PhD in operations research, computer science, or equivalent field.
- Command of C++.
- Desire and ability to work hard in a fast-moving environment.
- Desire to change the world with technology.

Desired additional qualities (these are not required):

- Experience in developing commercial software.
- Experience in Software-as-a-Service/cloud.
- Command of Ruby on Rails and Java.
- Good written and oral communication skills.
- Ability to work independently and as part of a team.

The position offers the following:

- Opportunity to learn from, and work with, the world's leading experts in integer programming and market design.
- Opportunity to work on highly novel approaches to integer programming and tree search.
- Opportunity to learn from a serial entrepreneur and a mentor network how to become a successful entrepreneur.
- Opportunity to work on exciting new real-world problems.
- Opportunity to have your work fielded and change the world.
- Opportunity to publish.
- Competitive US postdoc salary.
- Opportunity to join an exciting new startup at a senior executive rank after the postdoc.

Candidates should email a letter of application, CV, and a list of references to:
Tuomas Sandholm
Professor
Computer Science Department
Carnegie Mellon University
sandholm@cs.cmu.edu
http://www.cs.cmu.edu/~sandholm/

Tuesday, May 1, 2012

Seminar on "Exponential Gaps in Mathematical Programming"



Lehigh University
Industrial and Systems Engineering Department
INFORMS Lehigh Student Chapter Distinguished Speaker Seminar

Title: Exponential Gaps in Mathematical Programming
Date: Friday, May 4, 2012
Time: 2:30 pm – 3:30 pm
Place:   Room 451, Mohler Lab


Speaker: Dr. Michael J. Todd, Cornell University


Abstract: We will discuss various exponential gaps that arise in the complexity of algorithms in optimization, and attempts that have been made to try to reduce or explain them.
Bio: Michael J. Todd received the B.A. degree in Mathematics from Cambridge University, UK, in 1968 and the Ph.D. degrees in Administrative Sciences from Yale University in 1972. Currently, he is a Leon C. Welch Professor of School of Operations Research and Information Engineering at Cornell University.
Professor Todd’s research interests are in algorithms for linear and convex programming, particularly semidefinite programming. He is also interested in developing and analyzing interior-point methods; previous research interests include homotopy methods, probabilistic analysis of pivoting methods, and extensions of complementary pivoting ideas to oriented matroids. He has more than 130 journals, as well as 4 books.
Professor Todd was the recipient of John von Neumann Theory Prize by INFOMRS (2003), the recipient of the George B. Dantzig Prize by SIAM (1988), and the recipient of Guggenheim Fellowship (1980-1981). He was elected to the INFOMRS fellow in 2004, and SIAM fellow in 2008. He was the co-editor, associate editor, or editor-in-chief in several journals, such as Mathematical Programming (1980-present), Mathematics of Operation Research (1978-2000), Operation Research (1982-1986), and SIAM Journal on Optimization (1997-2008).