Updates

This site provides a central location for information about the INFORMS Student Chapter at Carnegie Mellon University, but the mailing lists are the best way to receive announcements in a timely way.

We hold weekly student seminars that are announced in the research mailing list. We are also planning to offer some workshops and bring industry speakers, which will both be announced in the practice mailing list. Social gatherings are announced in the general mailing list.

The student seminar is currently organized by Siddarth Singh (academic year 2015/2016). Please contact him if you are interested in giving a talk. In Spring 2016, talks will usually be on Mondays at 6:30pm, but may be arranged on special days depending on speaker availability.

For more info, see the Calendar of Assorted Seminars.

Spring 2016 at the Carnegie Mellon INFORMS chapter: new activities, better organization, and more funding

posted Jul 12, 2016, 7:40 PM by Thiago Serra   [ updated Jul 13, 2016, 4:14 AM ]

A great deal has happened since 2015 at CMU INFORMS. The chapter debuted on big events, became widely known by the MBA student body, and got further faculty support.

The big things

We made our first use of the INFORMS Speaker Program in April by inviting Steve Sashihara (Princeton Consultants CEO and author of The  Optimization Edge) for a talk at the Tepper School of Business, where he was received by a mix of PhD and MBA students as well as faculty and local practitioners.



Back in February, we held our second joint happy hour with the University of Pittsburgh chapter. We had a much higher attendance this time.



We have also promoted another 20 gatherings: 12 seminars, 6 review sessions, and at least 2 board meetings. More about that can be found below.

A funding boost

The standard funding for a student chapter is a $150 check sent by INFORMS every year. Some chapters also charge their members. We have found alternative sources:

First, we sought university resources by explaining that we are complementing what the institution offers. That helped us receive a $500 donation from the CMU Alumni House by the end of 2015 (thanks to Aleksandr Kazachkov) and another $1500 from the Operations Management and Operations Research doctoral programs at the Tepper School of  Business in 2016 (thanks to Siddharth Singh and professors Alan Scheller-Wolf, Nicola Secomandi, Gerard Cornuejols, and Fatma Kilinc-Karzan).

Second, we went after CMU student body allocations, which are funded by the activities fee paid by all students. We secured $1000 of funding for catering and lodging two speakers in the upcoming academic year (thanks to our treasurer - and professional accountant - Chris Boccio).

Legacy, future, and succession

If he were not graduating, I would have supported David Sandora as our next president. Our former secretary and first MBA officer led the efforts to update our bylaws and reflect on what we want to achieve. To make the organization more flexible and goal-oriented, we merged the positions of secretary and treasurer and we created the role of marketing directors for specific constituencies. We currently have four officers in that position: Siddharth Singh for PhDs, Lauren Wilson for part-time MBAs, Carlos Balin for full-time MBAs, and Michael Rosenberg for undergrads. We have also formalized the board of emeritus officers, for which we invite former officers that have not graduated yet, such as our founder and first  president Aleksandr Kazachkov.

Prior to the elections, David organized a deck of slides (attached to this post) with input from the board. I am particularly fond of the mission and strategic goals that we set. They are quite ambitions, but... why not?

CMU INFORMS aims to become a role-model INFORMS student chapter by 2020, having achieved Summa cum laude distinction three out of five years.

CMU INFORMS aims to serve each of its student constituencies by:
PhDs - Providing access to top-level research and a peer network
MBAs - Supplementing quant MBA training to support business leadership
Undergrads - Preparing students for career success through access to resources

Potential strategic objectives, based on current initiatives, for the
2016-17 academic year may include:
1) Implement mechanisms for improving outreach to MBAs, undergraduates
2) Initiate and expand on cross-discipline events such as outside speakers, trainings, and a case competition
3) Improve regional networking with other INFORMS chapters
4) Secure continuous funding

Thanks to Steve's talk, we had no shortage of MBA students interested  in joining the organization. Among MBAs, Lauren Wilson and Carlos Balbin joined the team while David Sandora left. Among PhDs, Christian Tjandraatmadja left and Nam Ho-Nguyen joined as vice-president. Siddharth Singh, Chris Boccio, and I remained in our positions. Shortly after the election, we were joined by Michael Rosenberg to help reach out to undergrads.



Student-led seminars and review sessions

Continuing with our traditional Monday discussion dinners started by Tarek Elgindy in early 2015, we had another 12 student-led seminars:

02/01 - Yang Jiao: Student question posets
02/08 - Thiago Serra: Sound decision diagrams: a .zip file of near-optimal solutions
02/15 - Dabeen Lee: On some polytopes contained in the 0,1 hypercube that have a small Chvatal rank
02/22 - Nam Ho-Nguyen: Second-order Conic Formulation of the Trust Region Subproblem
02/29 - Stelios Despotakis: Attribution models in marketing
03/21 - Tarek Elgindy: Topics in AC optimal power flow
04/04 - Gerdus Benade: Formulating a branching dual
04/11 - Aleksandr Kazachkov: Small representations for large kidney exchange graphs
04/25 - Thiago Serra: Reformulating the Disjunctive Cut Generating Linear Program
05/09 - Siddharth Singh: Net Metering Policies for PV solar electricity
05/16 - Dabeen Lee: Optimizing over the Chvatal Closure of a 0,1 Polytope is NP-Hard
05/23 - Bo Yang, Franco Berbeglia, and Mehmet Aydemir: Summer paper proposals



We also revived our reviews sessions for upcoming talks, surpassing our 2015 numbers already:

01/21 - Laci Babai (The University of Chicago)
01/29 - Nina Balcan (CMU)
02/05 - Javier Pena (CMU)
02/26 - Yanjun Li (Purdue University)
03/04 - Andrea Lodi (Polytechnique Montreal)
04/08 - Rakesh Vohra (University of Pennsylvania)



The next big things

There is a lot more than we could do. We are currently working on the following directions:

1) Promote activities focusing on undergraduate students

2) Turn Steve's talk into the first event of a talk series with industry speakers

3) Look for other ways to convene with neighboring student chapters and related organizations

Steve Sashihara's visit to CMU INFORMS

posted Apr 12, 2016, 6:41 PM by Thiago Serra   [ updated Apr 12, 2016, 6:47 PM ]

On April 5 we had the honor to welcome Steve Sashihara to Carnegie Mellon University. Steve kindly accepted the invitation to speak to our INFORMS Student Chapter, which was possible through the INFORMS Speakers Program. We also got great support from the Tepper School of Business community: staff help, faculty support from attending the talk to helping with costs, and engaged MBA students. The MBA Data Analytics Club and the MBA Consulting Club helped with planning and advertising the talk. They also paid and organized a happy hour with Steve afterwards.

Steve is co-founder and CEO of Princeton Consultants, a unique blend of optimization and predictive analytics, data science and management consulting to help businesses achieve transformational improvement in service and efficiency. He authored The Optimization Edge: Reinventing Decision Making to Maximize All Your Company's Assets (McGraw Hill), the first book to explain optimization without jargon or mathematics to a general business executive. He is also a Princeton University graduate and serves at the advisory council for the university's department of Operations Research and Financial Engineering (ORFE).

Upon arriving at CMU, Steve was welcomed by a group of PhD students from the Chemical Engineering department and the Tepper Business School.



From left to right: Alex Kazachkov (Tepper), Markus Drouven (ChemE), Nam Ho-Nguyen (Tepper),
Cristiana Lopes Lara (ChemE), Thiago Serra (Tepper), Steve Sashihara, Yash Puranik (ChemE).


Steve's talk was held at the Tepper School of Business, where we had 63 attendees among faculty members, MBA and PhD students from CMU and the University of Pittsburgh, and also some practitioners from the Pittsburgh area.


Here are some tweets from the talk:

Steve Sashihara from Princeton Consultants about to talk to @teppercmu and @informs students and faculty. pic.twitter.com/cCFxqwCpkc

— Michael Trick (@miketrick) April 5, 2016

"The term analytics is starting to fade in popularity". #orms

— Michael Trick (@miketrick) April 5, 2016

Where the action is right now for @stevesashihara: combining forecasting and recommendation in optimization #orms pic.twitter.com/1PVChZk4Ej

— Thiago Serra (@thserra) April 5, 2016

.@stevesashihara: human side and implementation are crucial elements of a successful optimization project #orms pic.twitter.com/QZAvMMZz96

— Thiago Serra (@thserra) April 5, 2016
Steve is particularly interested in the human side of optimization. In his view, you should never try to settle an argument in a project by saying 'Trust me: I am a PhD'. Having a PhD only goes as far as saying that you master a specific area of knowledge, not that you possess a complete and perfect systemic view of what is going on. His talk was permeated with insights like that, which are important but often absent from the quantitative training of MBA and PhD students in our field. The talk was then followed by a happy hour at Johny O's, where he was able to continue answering questions and engaging with his avid audience. Kudos to the MBA students for the prime venue!

Another tweet:

The happy hour after the talk: PhD and MBA students discussing from optimization to wine with @stevesashihara pic.twitter.com/nxroy6Chlg

— Thiago Serra (@thserra) April 6, 2016
I am particularly fond of the last picture that we took because it tells the story of our chapter. From right to left, Alex is the chapter founder, I am the current president, Steve is our first industry speaker, and Nam will run for a leadership role in our upcoming election.



There is a thin line between success and failure. I believe that we did succeed, but that would not be possible if it were not by the help of many people in a lot of different ways, from logistics to funding: Michael Menche (Princeton Consultants), Barry List, Jeff Cohen (INFORMS), Lawrence Rapp (Tepper), Fatma Kilinc-Karzan (our faculty advisor), Gerard Cornuejols, Javier Pena, R. Ravi, Alan Scheller-Wolf, Nicola Secomandi, Mike Trick (Tepper faculty), David Dierker, Ben Ganzfried, JiaJia Zhang (Tepper MBA Data Analytics Club), Justin McMath (Tepper MBA Consulting Club), Christopher Boccio, Nam Ho-Nguyen, Alex Kazachkov, David Sandora, Siddarth Singh, Christian Tjandraatmadja (CMU INFORMS). And, of course, Steve for accepting our invitation and giving a great talk!

What does an INFORMS Student Chapter do? A 2015 review at Carnegie Mellon University

posted Feb 1, 2016, 8:37 PM by Thiago Serra   [ updated Feb 2, 2016, 6:00 AM ]

Our annual report to INFORMS was due yesterday. What a year! After compiling everything we did, it would be a waste not to share it more publicly. Except for the chapter and fora breakfast at the INFORMS Annual Meeting, we don't know much of what happens elsewhere.


The big things

We had two major events in 2015. Thanks to sponsorship from the Tepper School of Business, we had a seminar and a tutorial with MIT students Joseph Huchette and Miles Lubin: "JuMP, a modeling language for mathematical optimization". We also had a happy hour followed by an ORMS job market panel with alumni that were in Pittsburgh to attend the ISMP 2015 conference. The panelists included Amitabh Basu, Fatma Kilinc-Karzan, Qihang Lin, Marco Molinaro, Selvaprabu Nadarajah, Viswanath Nagarajan, and Negar Soheili.


Among our social gatherings, we had a joint happy hour with the University of Pittsburgh chapter:

Besides that, we had two "pizza social" events to talk about what the chapter could do and a picnic on our elections day, which also served to welcome the incoming PhD students:


Our (short) history

The Carnegie Mellon University INFORMS Student Chapter is quite young. In fact, I still remember Alex Kazachkov going down the hall asking which students were INFORMS members to submit the chapter application, aiming to bring to CMU something that meant a lot to him as an undergrad in Cornell. We took off in June 2014 gathering students from the doctoral programs in ACO (Algorithms, Combinatorics, and Optimization), OM (Operations Management), and OR (Operations Research) at CMU's Tepper School of Business, which together account for 24 students (about 4-5 students per year). With time we also attracted students from Computer Science, Math, Chemical Engineering, and Tepper MBA students. We also put some effort into attracting undergraduate students at the activities fair last Fall:


Our tradition

Although short in existence, we have found some interesting niches thanks to the effort of our members. In particular, thanks to Tarek Elgindy, we have started our main tradition: the Monday discussion dinners. Tarek felt that we were often unaware of each other's work and lead himself the first discussion. This thing gained momentum and we had 20 discussions throughout 2015. Some people spoke once, twice, or even more (me included). Sometimes this was about our research, something we were learning about, or even experiences like summer internships and having attended the INFORMS Doctoral Student Colloquium. You can have an idea by the list below:

01/19 - Tarek Elgindy: Stochastic network design problems
01/26 - Vince Slaugh: Managing rentals with usage-based loss
02/02 - Ryo Kimura: Petri nets
02/09 - Thiago Serra: Disjunctive cuts
02/23 - Aleksandr Kazachkov: Algorithms, complexity results, and open problems in Vertex Enumeration
03/02 - Christian Tjandraatmadja: Aiming and shooting: Thoughts on an empirical exploration of facets
03/23 - Tarek Elgindy: A cryptocurrency which changes the proof-of-work component used in the bitcoin protocol
03/30 - Jeremy Karp: Primal-dual methods for online problems, including online matching
04/06 - Tony Johansson: Random minimum matchings and Riemann’s zeta function
04/13 - Ryo Kimura: Robust scheduling with uncertain processing times
04/27 - Thiago Serra: Generation of cutting planes from non-convex lattice-free sets and some of empirical results obtained so far
05/18 - Gerdus Benade: The minimum bandwidth problem
09/14 - Jeremy Karp and Christian Tjandraatmadja: Summer internships
09/21 - Christian Kroer: Inner Approximation of the Realizable Polytope: Solving Hard Prediction Market Pricing Problems
10/05 - Aleksandr Kazachkov: Final point cuts
10/12 - Siddharth Singh: Delay announcement for admission control under competition
10/19 - Thiago Serra: Cadoux and Lemarechal's Reflections on generating (disjunctive) cuts
11/16 - Leela Nageswaran and Thiago Serra: INFORMS Doctoral Student Colloquium
12/10 - Xin Wang: Green technology development and adoption: Competition, regulation, and uncertainty - A global game approach
12/16 - Christian Tjandraatmadja: Relaxed decision diagrams and integer programming

Thanks to Alex Kazachkov, since 2014 we have been running review sessions prior to important seminars, where we go over the paper that will be presented or some material that would help the students follow the talk. The feedback about these gatherings has been great, since the preliminary discussion prevents students from getting lost too soon in more advanced talks. We had 5 of those last year:

02/13 - Daniel Schmidt (University of Cologne, visiting CMU)
03/06 - Vineet Goyal (Columbia University)
03/20 - Joseph Huchette and Miles Lubin (MIT)
03/26 - Egon Balas (CMU)
04/10 - Robert Vanderbei (Princeton University)


The next big things

So far we have not used the INFORMS Speakers Program and neither have we targeted our MBA audience properly. Our goal is to use this program to bring speakers with vast experience in the industry. We are also looking into interacting more with the chapters in our region, keeping our connection to UPitt and possibly going further. Hopefully, the 2016 report will have its own lot of new ideas that worked out.


The people behind it

Our chapter is greatly indebted to the efforts that Alex Kazachkov has put since it all started. Our main events in 2015 were his idea, not to mention many of the social gatherings. In addition, Tarek Elgindy's discussion dinners became our identity as a group. There are many other people now on the board doing a great job. Alex and Tarek can be sure we are taking good care of what they started!

We are also grateful for the constant support and insights from our faculty advisor, Professor Fatma Kilinc-Karzan.

04/10/15 - Review for Vanderbei talk

posted Apr 8, 2015, 12:28 PM by Christian Tjandraatmadja   [ updated Apr 8, 2015, 12:30 PM ]

WHEN: April 10, 2015, 12:00pm

WHERE: GSIA 227

DETAILS:
On Friday, April 10, Robert Vanderbei (Princeton University) will be giving a talk. The seminar will start at 1:30pm in GSIA 322. We will meet at 12:00pm to discuss some necessary background that will hopefully help us better understand the talk. Bring your lunch!

We will look over relevant papers for the talk (http://orfe.princeton.edu/~rvdb/tex/ISMP2006/ismp06.pdf, http://orfe.princeton.edu/~rvdb/tex/newOrbits/newOrbits.pdf, http://www.princeton.edu/~rvdb/tex/ffOpt/ffOptMPCrev4.pdf) and discuss any background as decided by those present at the review session. The slides of the talk are already posted at his website: http://www.princeton.edu/~rvdb/tex/talks/CMU/CMUtalk.pdf.

===
Seminar Information:

Name:  Robert Vanderbei

University:  Princeton University

Date:  April 10, 2015

Time: 1:30 to 3:00 pm

Location:  Tepper Faculty Conference Room 322

Title:  Numerical Optimization Applied to Space-Related Problems

Abstract:  Techniques for numerical optimization have been wildly
successful in an amazingly broad range of applications.   In the talk, I
will go into some detail about two particular applications that are both
``space related''.  The first application is to the design of telescopes
that can achieve unprecedentedly high-contrast making it possible to
directly image extra-solar planets even though their host star is
billions of times brighter and has a very small angular separation from
the planet.  The second application is to use optimization to find new,
interesting, and often exotic solutions to the n-body problem.   Finding
such orbits could inform us as to what type of exoplanetary systems
might exist around other nearby stars.  In these two applications, I
will explain enough of the physics to make the optimization problem
clear and then I will show some of the results we have been able to find
using state-of-the-art numerical optimization algorithms.

3/20/15 - Joseph Huchette and Miles Lubin (MIT ORC)

posted Mar 18, 2015, 10:52 AM by Aleksandr Kazachkov

WHEN: 3/20/2015, 1:30pm - 2:30pm (seminar) and 2:40pm-3:40pm (tutorial)

WHERE: Posner 151

TITLE: JuMP, a modeling language for mathematical optimization

ABSTRACT:
We present JuMP, an open-source optimization modeling language like AMPL, GAMS, YALMIP, and others, which is embedded in Julia, a recently developed language for technical computing. We discuss how JuMP advances the state of the art in modeling languages by exploiting the technical features of Julia like just-in-time compilation and metaprogramming to obtain performance competitive with that of commercial modeling languages and hand-written C++ code for linear, conic, nonlinear, and mixed-integer (linear and nonlinear) optimization. We describe a number of advanced applications of JuMP and extensions to JuMP, in particular for optimization under uncertainty. The seminar presentation will take up to one hour. After a short break, the seminar continues with a hands-on tutorial session that will last an hour.

3/20/15 - Preparation for JuMP seminar and tutorial

posted Mar 18, 2015, 10:49 AM by Aleksandr Kazachkov

WHEN: 3/20/15, 11:00am

WHERE: Posner 388

DETAILS:
On Friday, March 20, Joseph Huchette and Miles Lubin (MIT ORC) will be giving a talk and leading a tutorial about JuMP, a new modeling language for mathematical optimization. The seminar will start at 1:30pm in Posner 151. We will meet at 11:00am to get a little preliminary familiarity with JuMP syntax, as well as ensuring Julia runs correctly on our computers. Please see the attached installation instructions.

===
Seminar Information:

Name: Joseph Huchette and Miles Lubin

University: MIT ORC

Date: March 20, 2015

Time: 1:30-2:30 (seminar) and 2:40-3:40 (hands-on tutorial)

Location: Posner 151

Title: JuMP, a modeling language for mathematical optimization

Abstract:
We present JuMP, an open-source optimization modeling language like AMPL, GAMS, YALMIP, and others, which is embedded in Julia, a recently developed language for technical computing. We discuss how JuMP advances the state of the art in modeling languages by exploiting the technical features of Julia like just-in-time compilation and metaprogramming to obtain performance competitive with that of commercial modeling languages and hand-written C++ code for linear, conic, nonlinear, and mixed-integer (linear and nonlinear) optimization. We describe a number of advanced applications of JuMP and extensions to JuMP, in particular for optimization under uncertainty. The seminar presentation will take up to one hour. After a short break, the seminar continues with a hands-on tutorial session that will last an hour.

3/6/15 - Review for Goyal talk

posted Mar 5, 2015, 7:31 AM by Christian Tjandraatmadja

WHEN: March 6, 2015, 10:00am

WHERE: GSIA 205

DETAILS:
On Friday, March 6, Vineet Goyal (Columbia University) will be giving a talk. The seminar will start at 1:30pm in GSIA 322. We will meet at 10:00am to discuss some necessary background that will hopefully help us better understand the talk.

Please read or glance through the paper in advance, and we will work through any particular questions together. The paper can be found here: http://www.columbia.edu/~vg2277/static-ar-paper.pdf

===
Seminar Information:

Name:  Vineet Goyal

University:  Columbia University

Date:  March 6, 2015

Time: 1:30 to 3:00 pm

Location:  Faculty Conference Room 322

Title:  Static vs Adaptive Solutions in Dynamic Optimization

Abstract: We consider a two-stage robust linear optimization problem with
uncertain packing constraints. These arise in many applications including
resource allocation and scheduling with uncertain resource requirements.
An adaptive or a dynamic solution specifies the solution for each possible
uncertain second-stage scenario; computing an optimal adaptive solution is
often intractable. On the other hand, a static solution is a single
solution feasible for all second-stage scenarios; it can be computed
efficiently in most cases. However, a static solution is believed to be
highly conservative as compared to an adjustable solution.

We give a tight characterization of the performance of static solutions
for the two-stage linear optimization problem with uncertain packing
constraints and give a bound the additivity gap. In particular, we show
that for a fairly general class of uncertainty sets, a static solution is
optimal. Furthermore, when a static solution is not optimal, we give a
tight approximation bound on the performance of the static solution that
is related to the geometric properties of the uncertainty set. This work
shows that a static solution provides a good approximation for the
adjustable robust linear optimization problem for a broad class of
uncertainty sets.

3/2/15 - Monday discussion dinner with Christian Tjandraatmadja

posted Mar 2, 2015, 8:04 AM by Aleksandr Kazachkov

WHEN: 3/2/15, 6:30pm

WHERE: Posner 384

DETAILS:
We will be hosting the Monday Discussion Dinner in Room 384 of 
Posner Hall (Tepper) at 6:30pm (NOTE THE ROOM CHANGE). Our main speaker will be Christian Tjandraatmadja whose topic will be "Aiming and Shooting: Thoughts on an Empirical Exploration of Facets".

If you'd like to join and order food, please fill out the order form by 5pm today at the latest:

http://goo.gl/forms/urmbYT3QIu

Hope to see you there!

===
Deadline for food orders: 5:00pm the day of the dinner

Every week we get together to eat food and talk about interesting problems.
One person nominates themselves to talk about an idea they are thinking about, or a problem they think is interesting while we eat dinner together.

This is designed to be a casual and friendly environment for students to bounce ideas off others. 

Faculty are very welcome to attend and contribute!

2/23/15 - Monday discussion dinner with Aleksandr Kazachkov

posted Feb 23, 2015, 10:32 AM by Aleksandr Kazachkov   [ updated Feb 23, 2015, 10:32 AM ]

WHEN: 2/23/15, 6:30 pm

WHERE: Posner 388

DETAILS:
We will be hosting the Monday Discussion Dinner in Posner 388. Our main speaker today will be Aleksandr Kazachkov who will be talking about talking about algorithms, complexity results, and open problems in Vertex Enumeration.

If you'd like to join and order food, please fill out the order form by 5pm today at the latest:

http://goo.gl/forms/urmbYT3QIu

Hope to see you there!

===
Deadline for food orders: 5:00 pm

Every week we get together to eat food and talk about interesting problems.
One person nominates themselves to talk about an idea they are thinking about, or a problem they think is interesting while we eat dinner together.

This is designed to be a casual and friendly environment for students to bounce ideas off others. 

Faculty are very welcome to attend and contribute!

2/16/15 - General meeting and pizza social

posted Feb 12, 2015, 12:10 PM by Aleksandr Kazachkov

WHEN: Monday, 2/16/15 at 6:30pm

WHERE: Posner 388 (take the elevator in Posner [not GSIA] to the third floor and it will be to the left, around the corner)

DETAILS:
This is a general meeting and pizza social. In the meeting portion, we will discuss the events planned for this semester and take suggestions for the future. This social is open to anyone at Carnegie Mellon who is interested in INFORMS-related activities, regardless of sub-discipline or particular focus area. Come meet other students all across campus with similar interests!

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