Undergraduate Courses:
ISE 2404: Deterministic Operations Research I, Spring 2018, Spring 2020
Introduce linear optimization including modeling, formulation, solution techniques, and also extend it to network optimization
ISyE 3133: Engineering Optimization, Georgia Institute of Technology, Summer 2016, Spring 2023, Fall 2024
Introduce linear and integer programming, explain modeling techniques and basic principles and demonstrate practical applications
Graduate Courses:
ISyE 6661: Linear Optimization, Georgia Institute of Technology, Fall 2022, Spring 2024, Fall 2025
Introduces theoretical linear optimization including modeling, formulation, and solution techniques
Introduces network optimization, complexity, and advanced algorithms
ISyE 8813: Stochastic Programming, Georgia Institute of Technology, Fall 2023
Introduces the fundamental theory and algorithmic aspects of large-scale stochastic optimization, risk-averse optimization, distributionally robust optimization
ISE 5104: Operations Research, Virginia Tech, Fall 2020
Introduce linear optimization including modeling, formulation, solution techniques, and also extend it to network optimization, integer optimization, nonlinear programming, and dynamic programming
ISE 5405: Optimization I, Virginia Tech, Fall 2021
Introduces theoretical linear optimization including modeling, formulation, and solution techniques
Introduces network optimization, integer optimization modeling, formulation, and solution algorithms
ISE 5984: Data Analytics and Stochastic Optimization, Virginia Tech, Spring 2019, Spring 2022 [Lecture Notes]
Introduce the fundamental theory and algorithmic aspects of large-scale stochastic optimization and machine learning, and their applications to address optimization problems for large-scale (e.g., high dimensional, massive) datasets
It covers Gradient Descent, ODE Interpretation of Gradient Descent, Frank-Wolfe, Level Method, Large Deviation, SAA, DRO=Coherent Risk, Chance Constraint
The notes are now under construction if you would like to have access to the notes. Please email me.
ISE 6414: Integer Programming, Virginia Tech, Spring 2022 (Prepared)
Introduce polyhedral theory, cutting plane, complexity theory, matriod, submodularity, and modern concepts of integer programming
ISE 6514: Advanced Math Program, Virginia Tech, Fall 2017, Fall 2018, Spring 2021 [Lecture Notes]
Introduce linear optimization, conic program and stochastic program and their applications to transportation network design, finance, machine learning
It covers LP, Benders Decomposition, Dantzig Wolfe = Lagrangian Relaxation, Conic Duality, Conic Representation, S-Lemma, SDPs, Robust Optimization
The notes are now under construction if you would like to have access to the notes. Please email me.
Others:
BEE/TechGirls/C-Tech^2 Summer Program: [slides], [excel template], Virginia Tech, Summer 2019, Summer 2020, Summer 2022
Mission Possible Summer Program: [slides], [excel template], Georgia Tech, Summer 2023
iExperience Summer Program: [slides], [excel template], Georgia Tech, Summer 2024
ISyE 6673: Financial Optimization, Georgia Institute of Technology, Fall 2014
ISyE 2027: Probability With Applications, Georgia Institute of Technology, Summer 2014
ISyE 3232: Stochastic Manufacturing & Service System, Georgia Institute of Technology, Spring 2014
ISyE 3133: Engineering Optimization, Georgia Institute of Technology, Fall 2013