Tuesday, January 22, 2013

Post-Doctoral Position at IBM Research: (in Mathematical Programming)

===================================================================
Post-Doctoral  Position at IBM Research: (in Mathematical Programming) ===================================================================
The Mathematical Programming  group at IBM Research invites applications for a post-doctoral  position. The initial contract is for one year but it can be renewed for a second year subject to mutual agreement. The expected starting date is the second half of 2013. 

The position is primarily a research position and the ideal candidate is expected to have a strong publication  record in mathematical optimization. Depending on the department activities at the time, there might also be opportunities to get exposed to applied optimization work jointly with other department members.
Our group offers a unique environment that combines basic research with applied optimization projects for our internal and external customers. Current members of the group include: Amirali Ahmadi, Francisco  Barahona, Sanjeeb Dash, Joao Goncalves, Oktay Gunluk, Aida Khajavirad and Leo Liberti. 
IBM T.J. Watson Research Center (http://www.watson.ibm.com/general_info_ykt.shtml) is located
30 miles north of New York City in Yorktown Heights, NY. 
30 miles north of New York City in Yorktown Heights, NY. 

Interested candidates are invited to send their CVs with names of references to gunluk@us.ibm.comby February 28, 2013.
IBM is committed to creating a diverse environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, orveteran status.
=================================================================== 

_____________________________________________________________
Oktay Gunluk, Math. Sciences , IBM Research ----  gunluk@us.ibm.comhttp://www.research.ibm.com/people/o/oktay/   

Wednesday, January 16, 2013

CAREER: Reduced-order Methods for Big-Data Challenges in Nonlinear and Stochastic Optimization


A recent NSF Career Award was given to Dr.Lan in University of Florida. Details of the award are below

The objective of this Faculty Early Career Development (CAREER) Program project is to develop a set of new reduced-order algorithms to tackle the big-data challenges in optimization. The last several years have seen an unprecedented growth in the amount of available data. While nonlinear, especially convex programming (CP) models are important to extract useful knowledge from raw data, high problem dimensionality, large data volumes and inherent uncertainty present significant challenges to the design of optimization algorithms. This research aims to attack these challenges by investigating: (i) novel first-order methods for deterministic CP that converge faster, require little structural information and do not rely on line search, based on level methods; (ii) stochastic first-order methods that handle data uncertainty in an optimal manner, based on stochastic approximation; (iii) novel randomization schemes for solving certain challenging deterministic CP problems beyond the capability of first-order methods; and (iv) stochastic first- and zeroth-order methods for general, not necessarily convex, stochastic programs. The research focuses on two fundamental issues across these topics: (i) the study of complexity which provides guarantees on algorithmic performance; and (ii) the exploitation of structures that leads to the design of algorithms with stronger complexity and superior practical performance.

If successful, a set of new algorithmic schemes will advance the state-of-the-art in nonlinear and stochastic optimization, bringing many practically relevant data analysis problems within the range of tractability. Example applications include algorithms for faster and more accurate medical image reconstruction and classification, which will be beneficial to healthcare. In addition, in seismology, effective stochastic programming methods will help to build predictive models by measuring thousands of earthquakes detected at seismic stations. The project will also support the PI's educational goals to improve students' learning in operations research, broaden the representation of underrepresented groups in the PhD program, and contribute to open research infrastructure through the development of optimization solvers.

Friday, December 28, 2012

Open position - Optimization expert with Jeppesen, Sweden


Optimization Expert to Jeppesen Gothenburg
Jeppesen’s crew and fleet solutions are mainly developed in Gothenburg, but with significant support from our offices in Montreal, Singapore, and New York. Jeppesen has more than 3,500 employees worldwide and is headquartered in Denver, Colorado, USA. Founded on the production of aeronautical charts, the company celebrated 75 years of guiding pilots safely to their destinations in 2009.

Jeppesen is a subsidiary of Boeing, the world’s leading aerospace company. Boeing is headquartered in Chicago, U.S.A., employing more than 160 000 people in 70 countries.
The successful candidate is goal-oriented and enjoys problem-solving, but still has an eye on the big picture. He or she must work well in an agile team and be very communicative and open. An interest in optimization and algorithms is a given. A strong software development background, especially in Object-Oriented programming is required. The new team member  will be working with highly talented and experienced developers, having regular interaction with the other development teams, installation projects and clients.

The successful candidate is goal-oriented and enjoys problem-solving, but still has an eye on the big picture. He or she must work well in an agile team and be very communicative and open. An interest in optimization and algorithms is a given. A strong software development background, especially in Object-Oriented programming is required. The new team member  will be working with highly talented and experienced developers, having regular interaction with the other development teams, installation projects and clients.
• PhD in Optimization/OR (or MSc + minimum 3 years of experience from developing similar applications) 
• Strong C/C++ skills
Meriting Experience
• Airline or Railway applications
• Simulation packages
• Statistical analysis
• Data mining 
• Python
Jeppesen Technology Services
_________________________

Jeppesen is looking to further strengthen the research and development team in airline crew and fleet optimization. We are solving some of the hardest combinatorial optimization problems you can imagine – in one of the most exciting and dynamic industries you can find. Delivering maximum value to our clients requires creativity, innovation and hard work. We believe there is no alternative to being number One – and that everyone can make a difference!
At Jeppesen in Gothenburg, over 300 employees from over 30 countries develop, implement and support cutting-edge resource optimization systems for airlines and railways. Clients include world-leading companies like Lufthansa, SAS, British Airways, Singapore Airlines, Delta Airlines, Virgin Atlantic Airways, Deutsche Bahn, Green Cargo and Qantas. Jeppesen has pioneered several new methods and algorithms for solving large, complex optimization problems, and has received significant recognition both in industry and academia, the latest by being awarded the INFORMS Prize in 2010.
As an Optimization Expert you will work with mathematical modeling, algorithmic development and performance tuning as well as taking part in research, design, implementation, testing and maintenance.
Requirements
Last day of application will be December 31, 2012.
Applications are only accepted through the Company website:

Tomas Gustafsson
Optimization & Research Strategist Crew & Fleet

Thursday, December 6, 2012

SAS Summer Fellowship in Operations Research


The Operations Research Development department at SAS is pleased to announce the annual SAS Summer Fellowship in Operations Research Program for the summer of 2013. Open to doctoral candidates in operations research, industrial engineering, computer science, applied mathematics and related graduate departments in the United States, the fellowship offers the opportunity to assist in the support of research and development in areas of operations research.  The Operations Research fellow will contribute to activities such as literature review and research, implementation of numerical algorithms and software application development and/or testing and documentation.  Specific areas of interest are mathematical optimization, constraint programming and large scale network algorithms.  The program thus provides the graduate student with an excellent opportunity to explore software development as a career choice.
Eligible candidates must have completed at least two years of graduate work by the end of the spring semester of 2013, and must have demonstrated programming experience in low level languages like C, C++, Java, and knowledge of standard operating systems.
The program provides a salary and stipend for a twelve-week internship at SAS headquarters in Cary, North Carolina, during the summer of 2013. Interested candidates should apply online at the SAS careers site. To apply, go tohttp://www.sas.com/jobs/USjobs/# and select Fellowship Opportunities. The OR Fellowship is requisition # 12003018.
The deadline for submitting your application and attaching a letter of recommendation from two faculty members is February 1, 2013. The selected candidate will be notified by March 1, 2013.
SAS is located in the Research Triangle area, which encompasses three leading universities – Duke, the University of North Carolina, and North Carolina State University – and is also the home of the National Institute of Statistical Sciences and the Statistical and Applied Mathematical Sciences Institute. Ample intellectual and leisure pursuits exist to make this an exciting opportunity for the chosen student.

Tuesday, November 27, 2012

Positions at the University of Colorado Denver

The Department of Mathematical and Statistical Sciences at the
University of Colorado Denver invites applications for a tenure-track
assistant professor position in Numerical Methods and Scientific
Computing and a tenure-track assistant professor position in
Statistics, to start August 2013.

The Department has 16 tenured or tenure-track faculty members whose
research and teaching cover a wide range of areas, including
computational biology, computational and and engineering mathematics,
probability, statistics, graph theory, combinatorics, operations
research, and optimization. The Department has approximately 70 M.S.
and Ph.D. students, and 100 undergraduate mathematics majors. Many
departmental faculty are involved with the Center for Computational
Mathematics, and the University owns a major TOP50 supercomputing
facility with large reserved allocations available.

The regular teaching load is 4 undergraduate or graduate courses per
year, which may be reduced for an initial period. The candidate will
be expected to develop a strong independent research program with
external funding and to teach a variety of courses at both the
graduate and undergraduate levels. A completed doctoral degree, or
expected completion by the start of the appointment, is required.

The candidate should have an excellent record in research commensurate
with the career stage, and strong commitment to quality teaching at
both undergraduate and graduate levels. Further preference will be
given to candidates with demonstrated potential for attracting
external research funding and with research interests compatible with
present faculty research areas which include numerical solutions of
partial differential equations, numerical linear algebra, parallel
computing, mathematical modeling involving systems of PDEs or
stochastic PDEs, data assimilation, quantification of uncertainty,
extreme value theory, high-dimensional data, spatial statistics,
statistical genetic and genomics, Bayesian statistics, and
environmental and ecological applications. In addition, an interest in
interacting with faculty in other research areas in the department
and/or University would be desirable.

Salary is commensurate with skills and experience. The University of
Colorado offers a full benefits package.  Information on University
benefits programs, including eligibility, is located at
http://www.cu.edu/pbs/

Applications are accepted electronically at www.jobsatcu.comunder job
posting 819515 (numerical
http://www.jobsatcu.com/applicants/Central?quickFind=70811) and 819855
(statistics http://www.jobsatcu.com/applicants/Central?quickFind=71151).
Review of applications will begin January 7, 2013 and will continue
until the position is filled. The Department web page at
http://math.ucdenver.edu/ can supply further information.

The University of Colorado Denver is dedicated to ensuring a safe and
secure environment for our faculty, staff, students and visitors. To
assist in achieving that goal, we conduct background investigations
for all prospective employees.

The University of Colorado strongly supports the principle of
diversity. We encourage applications from women, ethnic minorities,
persons with disabilities and all veterans.

Presolve and statuses CPX_STAT_INForUNBD or IloCplex::InfOrUnbd.

When using mip solver , it is often to encounter cases where a specific optimization model is either infeasible or unbounded (CPX_STAT_INForUNBD in CPLEX).  Here is a nice post on this topic which provides insight on this flag message. 

http://www-01.ibm.com/support/docview.wss?uid=swg21399996

Tuesday, November 20, 2012

Faculty Opening at Department of Computational and Applied Mathematics (CAAM) Rice University

Department of Computational and Applied Mathematics (CAAM)
Rice University

The Department of Computational and Applied Mathematics
(http://www.caam.rice.edu/) invites applications for a tenure track
professorship beginning July 1, 2013. Candidates at the assistant
professor level are preferred, although outstanding candidates at all
levels will be considered. The Department offers an outstanding
research environment and hosts research programs in optimization,
numerical linear algebra, control and inverse problems, partial
differential equations, and scientific computing. Interdisciplinary
work is a fundamental aspect of the Department's program.

Preference will be given to candidates who are engaged in
high-performance computing and whose research complements existing
strengths of the Department. Candidates for this position should have
a PhD and have demonstrated potential for excellence in both research
and teaching.

Applications consisting of a letter of application, current curriculum
vitae containing a list of publications, a description of research,
and a statement on teaching should be submitted via the website
www.MathJobs.Org. In addition, candidates should arrange for at least
three letters of recommendations, which may be submitted on the same
website.

Alternatively, applications and letters of recommendations may be sent
by mail to:

Faculty Search Committee
Department of Computational and Applied Mathematics (CAAM)
Rice University
6100 Main Street, MS-134
Houston, TX 77005-1827

PLEASE DO NOT DUPLICATE YOUR APPLICATION!

To receive full consideration the complete application must be
received by January 11, 2013, but the committee will continue to
accept applications until the position is filled.

Rice University is an affirmative action/equal opportunity employer.
_____________________________________________________
Matthias Heinkenschloss
Professor and Department Chair

Department of Computational and Applied Mathematics - MS 134
Rice University
Houston, Texas 77005, USA

Phone 713-348-5176
Fax      713-348-5318
http://www.caam.rice.edu/~heinken