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Network Models for Deterministic and Stochastic Optimization

Andre A. Cire, PhD
Associate Professor In Operations Management & Analytics
University of Toronto
Friday, March 8, 2024
Tickle 410 2:15pm

Abstract. In this talk we will discuss alternative solution techniques for discrete and stochastic optimization by leveraging network-based formulations. More precisely, a network model is an extended formulation of either the feasible set or the value function that exposes a graph-based structure, leading to novel mechanisms to bound, search, and derive theoretical insights of optimization problems. We will investigate the principles of network modelling for combinatorial problems and develop the intrinsic connections between networks, (approximate) dynamic programming, and mathematical programming. Based on these links, we will investigate case studies to propose stronger formulations and new solution approaches for difficult problems, specifically highlighting applications in scheduling, combinatorial bilevel games, and sequential decision-making with learning. We will also discuss open questions and future research directions.

Bio: Andre A. Cire is an Associate Professor in Operations Management and Analytics at the University of Toronto, cross-appointed between the Rotman School of Management and the Department of Management at the Scarborough campus. His research focuses on both methodology and practice of optimization, specifically leveraging approaches from mathematical programming, dynamic programming, and the newer area of decision diagrams for optimization. He completed his Ph.D. from Carnegie Mellon University in Operations Research in 2014, and received the  Gerald L. Thompson Doctoral Dissertation Award at Carnegie Mellon University, the INFORMS Computing Society Best Student Paper Award, the Research Excellence Award at the University of Toronto Scarborough, and more recently an honorable mention at the INFORMS Computing Society Prize in 2023. Andre is currently an Associate Editor for the Network Optimization area at the INFORMS Journal on Computing, is a board member of the INFORMS Computing Society, and serves in senior roles in conferences such as AAAI, ISMP, and CPAIOR.

https://tennessee.zoom.us/j/84239411442