Sep 25: Paper “Diagnostic Tools for Evaluating Solvers for Stochastically Constrained Simulation Optimization Problems” by Felice and Shashaani and co-authors Eckman and Henderson is submitted.

Aug 25: Jeon successfully completed his internship at Simio (a commercial discrete-event simulation software). At his internship he translated the ASTRO-DF algorithm in that software package.

Aug 25: Shashaani selected as an Associate Editor for Data, Software, and Computation Area at the journal of Operations Research.

July 25: Shashaani presented recent work in Derivative-free Stochastic Optimization with Trust Regions at 1) EUROPT 2025 (22nd Conference on Advances in Continuous Optimization), Southampton, UK; 2) ICCOPT 2025 (International Conference on Continuous Optimization), Los Angeles, CA; and 3) SIAM (Society for Industrial and Applied Mathematics) Annual Meeting, Montreal, Canada.

June 25: Shashaani presents at the Derivative-free optimization invited session of Portuguese American Optimization Workshop along with Katya Scheinberg and Stefan Wild organized by Luis Vicente at the beautiful Horta island of Azores, Portugal.

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.

Aug 24: Shashaani’s “Simulation Optimization: Introductory Tutorial on Methodology” to appear on 2024 Proceedings of Winter Simulation Conference. The work differs from many other simulation optimization tutorials in its focus.

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.

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.

Apr 24: Houser presents his research on robust and fast feature selection with screening and partitioning methods at the 2024 NC State Graduate Student Research Symposium. His poster will be added to the groups website!

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 Optimization” accepted for publication in IISE Transactions.

Jan 24: New paper “Robust Variational Quantum Algorithms Incorporating Hamiltonian Uncertainty” submitted.