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Research

Optimization

Optimizationisconcernedwiththeanalysisandalgorithmicaspectsofmaximizingor
minimizinganobjectivefunctionsubjecttoconstraints,oftenincomplexproblemsinhigh
dimension.ActiveresearchareasinORFEincludeinterior-pointmethods,theparametric
simplexmethod,stochasticoptimization,andconvexanalysis.Applicationsofinterestspan
fromportfoliooptimizationtoengineeringapplicationssuchasoptimalcontrol,optical
design,andmachinelearning.

ResearchGroups
CastleLab

FacultyResearchInterests
AmirAliAhmadi
Developmentofcomputationaltoolsforoptimizationofsociotechnicalsystemsarisingin
operationsresearchandengineering.Mathematicalresearchinterestsinclude:algebraic
methodsinoptimization,semidefiniteprogramming,polynomialoptimization,dynamical
systemsandcontrol,Lyapunovmethodsforstabilityandrobustnessverification,
computationalcomplexityinoptimization,convexrelaxationsincombinatorial
optimization,andapplicationsofthesetoolstosemialgebraicproblemsinstatistics,
economics,andsystemstheory.
AlainKornhauser
AutonomousVehicles,SmartDrivingCars,thefundamentaldesignofcomputervision
techniquesforfortherapidclassificationandidentificationofthedrivingenvironment,
analysisandclassificationofcollision-freedrivingscenarios,quantificationofaccidentrisk
andtheinvestigation,formulationanddesignof,pay-as-the-car-drives,Investigationand
creativedesignofthehuman-computerinterfacesforSmartDrivingCars,operationaland
feasibilityanalysesofautonomousTaxi(aTaxi)systems
WarrenPowell
computationalstochasticoptimization,approximatedynamicprogramming,stochastic
search,andoptimallearning,theory,algorithms,modelsandapplications,energy(amajor
focus),optimallearninginmaterialsscience,business,economics,andhealth.Applications
inenergyincludedesigningenergycontracts,simulatinghighpenetrationsofwindand
solarenergy,optimizinggenerationunderuncertainty,planningandcontrolofenergy
storage,andmakingdistributiongridsrobusttostorms,optimallearningresearchfocuses
onplanningexpensiveexperiments,whichariseinsettingssuchashealth,andlaboratory
sciences.
RobertVanderbei
interior-pointmethodsforlinear/convex/nonconvex/semidefiniteoptimization,robust
optimization,theparametricsimplexmethod,andconstraintmatrixsparsification(e.g.fast
Fourieroptimization).Applicationsincludehigh-contrastimaging(todesignaNASAspace
telescope),findingnewstableperiodicsolutionstothen-bodyproblem,MachineLearning,
portfolioselection,optionpricing,andleast-absolute-deviationstatistics.Relatedside
activitiesincludealgorithmstoaddressgradeinflation,quantifyingclimatechange,and
makingPurpleAmericamaps.
MengdiWang
stochasticoptimization,large-scale/distributedoptimization,decisionmakingunder
uncertainty,dynamicprogramming,statisticallearning,algorithmsinstatisticsandfinance
applications.