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Data-Driven Optimization Under Endogenous Uncertainty

Dr. Hugh Medal
ISE Assistant Professor
Mississippi State University
Monday, March 19, 2018   1:30-2:30pm
John Tickle Building Room 500


Dr. Medal’s talk will discuss recent work on optimizing systems under endogenous uncertainty. While uncertainty in optimization problems is usually represented by scenarios governed by a known probability distribution, in some problem contexts it is necessary to model the distribution’s parameters as a function of the problem’s decision variables, which results in uncertainty that is endogenous to the model. Unfortunately, although there are a number of important applications that contain endogenous uncertainty, solution methodologies for this type of problem are limited. This talk will focus on recent advancements made in modeling and solving such optimization problems in a variety of contexts including critical infrastructure protection and supply chain management.


Dr. Hugh Medal is currently an assistant professor in the Department of Industrial and Systems Engineering at Mississippi State University. He holds Ph.D. and B.S. degrees in industrial engineering from the University of Arkansas and North Dakota State University, respectively. His research and teaching interests lie in optimization, with an emphasis on stochastic optimization, bi-level optimization, and network optimization. He has published articles on these topics in journals such as IISE Transactions, Naval Research Logistics and Networks.  His 2016 article titled “Allocating protection resources to facilities when the effect of protection is uncertain” was featured in the Research Highlights section of IISE magazine. His research has been funded by agencies such as the U.S. Army, the U.S. Joint Fire Science Program, and the U.S. Department of Homeland Security. He is an active member of INFORMS and currently serves as a board member for the Operations Research division of the Institute of Industrial and Systems Engineers.