Oct 24: Paper “Complexity of Zeroth- and First-Order Stochastic Trust-Region Algorithms” received minor revisions from SIAM Journal of Optimization.

Oct 24: The group has five talks at the #INFORMS2024 in Seattle. Stop by if you are at the conference:

  1. SC31 (Methods for Large-Scale Nonlinear and Stochastic Optimization I), Summit – 442: High Efficiency in Stochastic Trust Regions
  2. ME44 (Derivative-free Simulation Optimization), Summit – 436: Efficiency Analysis of Simulation Optimization with Dynamic Stratification
  3. ME44 (Derivative-free Simulation Optimization), Summit – 436: Calibrating Digital Twin via Bayesian Optimization: A root-finding strategy
  4. ME44 (Derivative-free Simulation Optimization), Summit – 436: Comparative Analysis of Distance Metrics in Distributionally Robust Optimization for Queuing Systems: Wasserstein vs. Kingman
  5. TE01 (Explainable AI for prognostics), Summit – 320: Strata design for variance reduction in stochastic simulation

Oct 24: Two papers accepted for publication:

  • Strata Design for Variance Reduction in Stochastic Simulation” by Park, Ko, Shashaani, and Byon was accepted in INFORMS Technometrics. (available online)
  • Uncertainty Quantification using Simulation Output: Batching as an Inferential Device” by Jeon, Chu, Pasupathy and Shashaani was accepted in Journal of Simulation.

Sep 24: Paper by Ha, Shashaani, and Menickelly, “Two-stage Sampling and Variance Modeling for Variational Quantum Algorithms“, accepted for publication in INFORMS Journal on Computing.

Jun 2024: Four papers, on nested partitioning, digital twins, data farming for optimization, and new metrics for distributionally robust optimization, were accepted for publication in 2024 Proceedings of Winter Simulation Conference.

May 24: Paper “Risk Score Models for Urinary Tract Infection Hospitalization” with Shashaani and Vahdat as co-authors is accepted for publication in PLOS ONE.

May 24: Shashaani is awarded a grant for a three-year project on “Fast and Scalable Stochastic Derivative-free Optimization” from Office of Naval Research. Shashaani will lead this effort seeking to excel stochastic optimization in theory and practice for black-box noisy problems of large scales.

Apr 24: Jain unconditionally passes his Final defense! He developed fast sampling techniques to handle big data when calibrating computer models and used his methods to help with wind power generation. Congrats Pranav!!

Apr 24: The group had a good night at the 2024 ISE CA Anderson Awards.

Ha received the ISE Distinguished Dissertation Award, which recognizes recent PhD graduates who have written original, innovative dissertations that reflect outstanding technical contributions and are likely to have significant scientific and societal impact! He will be the department’s nominee for the IISE Pritsker Dissertation Award and/or INFORMS Dantzig Dissertation Award. (Jeon-Ha’s friend, teammate and basketball buddy) received the award on Ha’s behalf as he was traveling. Congratulations Yunsoo!!

Shashaani received the ISE Faculty Scholar Award, which recognizes current ISE (tenure track) assistant and associate professors for excellence in research, teaching, and service over the past three calendar years and the potential for becoming a University Faculty Scholar.

Mar 24: Ha presented First Order Trust Region Methods with Adaptive Sampling at the 2nd INFORMS Optimization Society’s Conference in Houston, TX.

Mar 24: Paper “Iteration Complexity and Finite-Time Efficiency of Adaptive Sampling Trust-Region Methods for Stochastic Derivative-Free Optimizationaccepted for publication in IISE Transactions.

Nov 23: Ha successfully defends his PhD dissertation and receives an unconditional pass from the committee. He will next be joining the National Laboratory of Renewable Energy as a postdoc working with a computational optimization group. Congratulations Dr. Ha!