Topic: Online Linear Programming: Applications andExtensions
Speaker: YE Yinyu ，Professor, Stanford University
Host: DENG Shiming，Department of Production Operation and Logistics Management, School of Management of HUST
Time and Date: 9:00-10:30,18Jul.2023
Location: SOM 107
Abstract:A natural optimization model that formulates many online learning, resouree allocations and decision-making process with uncertainty is online linear programming(OLP), where the noisy constraint column vectors, along with the objective coefficients and decision variables, are revealed and decided sequentially. We review the nearoptimal algorithms and theories for solving this surprisingly general class of online problems under the assumption of random order of arrivals and/or stationary distributions of the input data, Then we present a few recent developments of the model or algorithm, including a fast online algorithm as a pre-solver for solving large-seale of line (binary) LPs, an interior-point online algorithm to address “fairness” for resource allocation, a provable logarithmic regret bound for the Bandits with Knapsacks (BwK) problem, an an extension to online Fisher markets with the Eisenberg'Gale social welfare of individuals.
Speaker’s Profile:Professor Yin-yu Ye is a distinguished tenured Professor in the Department of Management Science and Engineering and the Institute of Computational Mathematical Engineering at Stanford University. Professor Ye's research interests include optimization, complexity theory, algorithm design and analysis, mathematical programming applications, operations research, and stochastic and robust decision making. Professor Yin-Yu Ye is a Fellow of the International Institute for Operations Research and Management Sciences (INFORMS) and has received several research awards. In 2009, Professor Ye was awarded the J. von Neumann Quantitative Theory Award in recognition of his continued contributions to operations research and management science theory. In 2012, he was the first resident winner of the TsengLectureship Award of the International Mathematical Programming Congress (ISMP). In 2014, Ye Yinzi became the winner of the triennial Optimization Prize of the American Society for Applied Mathematics (SIAM). According to Google Scholar, his articles have been cited more than 53,000 times.
