Event Category: Operations Research Seminar Series
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Dynamic Pricing and Learning under the Bass Model
5/5/22 | 4:15pm | E25-111 Shipra Agrawal Associate Professor Columbia Abstract: We consider a novel formulation of the dynamic pricing and demand learning problem, where the evolution of demand in response to posted prices is governed by a stochastic variant of the popular Bass model with parameters (α, β) that are…
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Learning Combinatorial Algorithms with Graph Neural Networks: Generalization and Extrapolation
3/31/22 | 4:15pm | E25-111 Stefanie Jegelka Associate Professor MIT Abstract: Graph Neural Networks (GNNs) have become a popular tool for learning algorithmic tasks, in particular related to combinatorial optimization. In this talk, we will focus on the “algorithmic reasoning” task of learning a full algorithm. While GNNs have shown promising…
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Fairness in Sequential Allocation
2/17/22 | 4:15pm | E25-111 Sid Banerjee Associate Professor Cornell Abstract: In many settings, resources are allocated among people over time, without the use of monetary transfers: cloud resources among employees, food among food-banks, medical supplies between hospitals, funding between non-profit projects, etc. The underlying aim is to try and be…
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Structured Learning in Sequential Selection Problems
4/28/22 | 4:15pm | E25-111 Assaf Zeevi Kravis Professor of Business Columbia Abstract: In this talk I will describe two vignettes of sequential decision making problems arising in the OR literature. The first is the classical “house selling” problem (or optimal stopping): given a random sequence of independent observations revealed one…
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Continuous Cutting Plane Algorithms in Integer Programming
4/21/22 | 4:15pm | E25-111 Andrea Lodi Andrew H. and Ann R. Tisch Professor Cornell Tech Abstract: Cutting planes for mixed-integer linear programs (MILPs) are typically computed in rounds by iteratively solving optimization problems. Instead, we reframe the problem of finding good cutting planes as a continuous optimization problem over weights…
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Optimal Hospital Care Scheduling During the SARS-CoV-2 Pandemic
4/14/22 | 4:15pm | E25-111 Wolfram Wiesemann Professor of Analytics and Operations Imperial College London Abstract: The COVID-19 pandemic has seen dramatic demand surges for hospital care that have placed a severe strain on health systems worldwide. As a result, policy makers are faced with the challenge of managing scarce hospital…
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When is Assortment Optimization Optimal?
4/7/22 | 4:15pm | E25-111 Will Ma Assistant Professor Columbia Abstract: Assortment optimization concerns the problem of selling items with fixed prices to a unit-demand buyer with private utilities. Despite being a commonly-faced problem for retailers selling different, exogenously-priced brands of the same good, the best method for doing so is…
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First Order Methods for Linear Programming: Theory, Computation, and Applications
3/17/22 | 4:15pm | E25-111 Haihao Lu Assistant Professor of Operations Management University of Chicago Abstract: Linear programming (LP) is a fundamental tool in operations research with wide applications in practice. The state-of-the-art LP solvers are essentially based on either simplex method or barrier method, which are quite mature and reliable…
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Fair Dynamic Rationing
3/10/22 | 4:15pm | E25-111 Vahideh Manshadi Associate Professor of Operations Management Yale Abstract: We study the allocative challenges that governmental and nonprofit organizations face when tasked with equitable and efficient rationing of a social good among agents whose needs (demands) realize sequentially and are possibly correlated. As one example, early…
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Between formulations or: How I Learned to Stop Worrying and Love Parameters
3/3/22 | 4:15pm | E25-111 Ruth Misener Professor in Computational Optimisation Imperial College London Abstract: A variety of theoretical frameworks, e.g. the Lasserre hierarchy of relaxations, basic steps in generalised disjunctive programming, and the reformulation linearisation technique, offer discrete levels for optimisation formulations and relaxations. These discrete choices, for instance picking…