{"600607":{"#nid":"600607","#data":{"type":"event","title":"ARC-TRIAD Seminar - Cong Han Lim (Wisconsin)","body":[{"value":"\u003Cp align = \u0022center\u0022\u003E\u003Cstrong\u003EARC-TRIAD\u003C\/strong\u003E\u003C\/p\u003E\r\n\r\n\u003Cp align = \u0022center\u0022\u003E\u003Cstrong\u003ECong Han Lim (Wisconsin)\u003C\/strong\u003E\u003C\/p\u003E\r\n\r\n\u003Cp align = \u0022center\u0022\u003E\u003Cstrong\u003EWednesday, January 17, 2018\u003C\/strong\u003E\u003C\/p\u003E\r\n\r\n\u003Cp align = \u0022center\u0022\u003E\u003Cstrong\u003EGroseclose 402 - 10:00 am\u003C\/strong\u003E\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u0026nbsp;\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u003Cstrong\u003ETitle:\u0026nbsp; \u003C\/strong\u003ETowards Large-Scale Nonconvex\/Stochastic Discrete Optimization\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u003Cstrong\u003EAbstract:\u003C\/strong\u003E\u0026nbsp; Modern data analytics is powered by scalable mathematical optimization methods. For decision-making, we want to be able to solve large-scale mathematical problems that include discrete choices or structures. These can already be very challenging to solve exactly even when the objective and feasible region are convex. We want to be able to model more general concepts that naturally lead to huge or nonconvex formulations, such as robustness to uncertainty, economic ideas like economies of scale, and physical concepts in engineering applications such as power systems and water network design.\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u0026nbsp;In this talk, I will present techniques for handling two such families of problems. I will demonstrate a new class of cutting planes for mixed-integer programs with separable concave costs and show that they can be combined with existing cuts for canonical mixed-integer linear sets. For stochastic mixed-integer programs, I will describe a new subgradient method for solving the dual decomposition that parallelizes significantly better than traditional subgradient on modern distributed and multi-core computer architectures. I will conclude by discussing some future directions in machine learning and (stochastic) mixed-integer programming.\u003C\/p\u003E\r\n\r\n\u003Cp\u003E----------------------------------\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u003Ca href=\u0022https:\/\/limconghan.github.io\/\u0022\u003ESpeaker\u0026#39;s Webpage\u003C\/a\u003E\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u003Cem\u003EVideos of recent talks are available at: \u003C\/em\u003E\u003Ca href=\u0022https:\/\/smartech.gatech.edu\/handle\/1853\/46836\u0022\u003E\u003Cem\u003Ehttps:\/\/smartech.gatech.edu\/handle\/1853\/46836\u003C\/em\u003E\u003C\/a\u003E\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u003Ca href=\u0022https:\/\/mailman.cc.gatech.edu\/mailman\/listinfo\/arc-colloq\u0022\u003E\u003Cem\u003EClick here to subscribe to the seminar email list: arc-colloq@cc.gatech.edu \u003C\/em\u003E\u003C\/a\u003E\u003C\/p\u003E\r\n","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Towards Large-Scale Nonconvex\/Stochastic Discrete Optimization"}],"uid":"27544","created_gmt":"2018-01-10 13:32:13","changed_gmt":"2018-01-12 13:35:03","author":"Francella Tonge","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2018-01-17T10:00:00-05:00","event_time_end":"2018-01-17T11:00:00-05:00","event_time_end_last":"2018-01-17T11:00:00-05:00","gmt_time_start":"2018-01-17 15:00:00","gmt_time_end":"2018-01-17 16:00:00","gmt_time_end_last":"2018-01-17 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"70263","name":"ARC"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[{"id":"78761","name":"Faculty\/Staff"},{"id":"78771","name":"Public"},{"id":"174045","name":"Graduate students"},{"id":"78751","name":"Undergraduate students"}],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}