Operations Research Center Massachusetts Institute of Technology GRADUATE STUDENT DIRECTORY November 2020 Moïse Blanchard Operations Research Center 275 Medford Street Massachusetts Institute of Technology Somerville, 02143 77 Massachusetts Avenue, E40-103 530-302-6432; +33 7 68 83 69 35 Cambridge, MA 02139 Email: [email protected] Education Massachusetts Institute of Technology, Cambridge, MA Candidate for PhD in Operations Research; expected completion, May 2023. GPA: 4.0 Advisors: Professor Patrick Jaillet and Professor Alexandre Jacquillat Ecole Polytechnique, Palaiseau, France MS and BS in Applied Mathematics, completion July 2019. GPA: 4.0 Valedictorian Prépa at Lycée Louis-le-Grand, Paris, France Mathematics, Computer Science and Physics, completion July 2016. Prépa is selective post-secondary scientific studies leading to the Grandes Ecoles. Work Experience 2018 BNP Paribas Cardif, Lima, Peru Actuarial Intern Pricing and technical studies intern in the Actuarial Area. Classification automatization. 2016-2017 French Foreign Legion, Mayotte, France Land forces officer (Lieutenant) at Détachement de Légion Etrangère de Mayotte Group leader, operational and tactical instructor for malgach soldiers, and coordinator for operations against illegal immigration. Research Experience 2019–Present Massachusetts Institute of Technology, Cambridge, MA Research Assistant Advisors: Professor Patrick Jaillet and Professor Alexandre Jacquillat Optimization under uncertainty on combinatorial problems including optimal matchings, TSP and other routing problems. 2019 University of California, Davis, CA Research Intern Supervisor: Professor Jesus De Loera Research on the Simplex method for linear optimization and monotone diameters of polytopes. 2018-2019 Ecole Plytechnique, Palaiseau, France Research Intern Supervisor: Professor Laurent Massoulié Reconstruction and assembly of graphs from node neighborhoods. Reconstructibility of several classes of graphs 2018-2019 Ecole Polytechnique, Palaiseau, France Research Project Supervisor: Professor Gabriel Peyré Optimal Transport for Natural Language recognition, process and classification. Teaching Experience 2020 Massachusetts Institute of Technology, Cambridge, MA (Fall) Teaching Assistant for 15.072 Advanced Analytics Edge Recitations, office hours, grading and supervising group projects. 2017-2019 Lycée Condorcet, Paris, France Teaching Assistant for "Classes Préparatoires" students Provided weekly training courses for undergraduates in Mathematics. Publications "Online matchings on unknown bipartite graphs", with Prof. Alexandre Jacquillat and Patrick Jaillet, submitted to INFORMS Mathematics of Operations Research, September 2020. "On the Length of Monotone Paths in Poyhedra", with Prof. Jesus De Loera and Prof. Quentin Louveaux, submitted to SIAM Journal of Discrete Mathematics, January 2020. "Shotgun Assembly of Graphs and Lattices", with Romain Cosson and Prof. Laurent Massoulié, ongoing work. Honors and Awards 2020 2nd place at "The East Coast Data Open" "The Data Open" is a datathon organized by Citadel. 2019 Laplace Medal Medal from the French Science Academia awarding the valedictorian of Ecole Polytechnique 2019 Rivot Medal "On the Length of Monotone Paths in Polyhedra" Award from the French Science Academia honoring the quality of research work at Ecole Polytechnique. 2015 Bronze medal at 46th International Physics Olympiad (IPhO) 2014 Bronze medal at 55th International Mathematics Olympiad (IMO) 2014 Silver medal at 18th Junior Balkan Mathematical Olympiad (JBMO) 2014 1st prize at "Concours Général" in Mathematics "Concours Général" is a nationwide Mathematics Olympiad in France 2013 Baccalaureate with distinction, youngest national laureate Skills and Activities Languages: French (mothertongue), English (fluent), Spanish (fluent) Programming: Python, Julia, R, C++, SQL Interests: Cello, Piano, Swimming, Cycling (bicycle trip across the US in 2016) Citizenship Citizen of France Ryan Cory-Wright Operations Research Center Email: [email protected] Massachusetts Institute of Technology Cell: 617-955-5710 77 Massachusetts Avenue, E40-103 Website: ryancorywright.github.io Cambridge, MA 02139 Education Massachusetts Institute of Technology, Cambridge, MA Candidate for PhD in Operations Research; expected completion, May 2022. GPA: 5.0/5.0 Advisor: Dimitris Bertsimas University of Auckland, Auckland, New Zealand B.E. (1st Class Hons) in Engineering Science, May 2017. GPA 8.84/9.00 Advisors: Golbon Zakeri, Andy Philpott. Research Interests Methodological: Optimization (discrete/conic/stochastic/robust), machine learning, statistics Applications: Finance, energy (market design/renewable integration) Research Experience 2017-Present Massachusetts Institute of Technology, Cambridge, MA Research Assistant Advisor: Dimitris Bertsimas • Developing optimization techniques for solving central problems in the operations research, machine learning and statistics literatures, with focus on certifiable optimality and scalability. • Aiming to make methodological and algorithmic contributions to the fields of discrete and conic optimization, including developing new algorithms for solving cardinality and rank constrained optimization problems to certifiable optimality. 2016-2017 University of Auckland, Auckland, New Zealand Research Assistant Advisor: Golbon Zakeri • Designed techniques for pricing electricity in markets with uncertain supply, risk-aversion. • Implemented pricing mechanism on a full-scale replica of the New Zealand Market. • Corresponding author on two papers. Teaching Experience 2020 15.071 The Analytics Edge (MBA level) (Fall) Instructor: Bart van Parys Head TA for a class which introduces Sloan MBA students to data analytics. Duties: preparing and leading recitations, developing and grading assignments, holding office hours and supervising final projects. 2020 15.S60 Computing in Operations Research and Statistics Instructor (MSc/PhD level) (IAP) Taught a 3-hour session which aims to provide PhD students with an overview of state-of-the-art software tools used in optimization and statistics. Material available here. 2019 15.095 Machine Learning Under a Modern Optimization Lens TA (MBaN/MSc/PhD level) (Fall) Instructor: Dimitris Bertsimas. Syllabus Teaching Assistant for a course which provides masters/PhD students with a modern treatment of Machine Learning using the lenses of convex, robust and mixed-integer optimization. Duties: preparing and leading recitations, developing and grading assignments and exams, holding office hours, and supervising final projects. 2019 15.S60 Computing in Operations Research and Statistics Instructor (MSc/PhD level) (IAP) Taught a 3-hour session which aims to provide PhD students with an overview of state-of-the-art software tools used in optimization and statistics. Material available here. 2018 15.093 Optimization Methods TA (MBaN/MSc level). Instructor: Bart van Parys. Syllabus (Fall) Teaching Assistant for a course which aims to provide masters students with a unified overview of the main algorithms and areas of application in optimization. Duties: preparing and leading recitations, developing and grading assignments and exams, answering Piazza questions, and holding office hours. Publications “From Predictions to Prescriptions: A Data-Driven Response to COVID-19”, with Dimitris Bertsimas et. al., to appear in Health Care Management Science, 2020. • Winner, INFORMS Healthcare Applications Society Pierskalla Best Paper Award (2020). “On Stochastic Auctions in Risk-Averse Electricity Markets With Uncertain Supply”, with Golbon Zakeri, Operations Research Letters, 48(3):376-384, 2020. “On Polyhedral and Second-Order Cone Decompositions of Semidefinite Optimization Problems”, with Dimitris Bertsimas, Operations Research Letters. 48(1):78-85, 2020. “Payment Mechanisms for Electricity Markets With Uncertain Supply”, with Andy Philpott and Golbon Zakeri, Operations Research Letters. 46(1):116-121, 2018. • Winner, Operations Research Society of New Zealand Young Practitioner’s Prize (2016). Preprints “Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints”, with Dimitris Bertsimas and Jean Pauphilet, Operations Research, under review. • Finalist, INFORMS George Nicholson Student Paper Competition. “Solving Large-Scale Sparse PCA to Certifiable (Near) Optimality”, with Dimitris Bertsimas and Jean Pauphilet, JMLR, under review. “A Unified Approach to Mixed-Integer Optimization: Nonlinear Formulations and Scalable Algorithms”, with Dimitris Bertsimas and Jean Pauphilet, SIAM Journal on Optimization, under review. • Winner, INFORMS Computing Society Student Paper Competition (2019). • Abridged version appeared in the Spring 2020 INFORMS Computing Society Newsletter. • Finalist, MIP Workshop student poster competition (2020). “A Scalable Algorithm for Sparse Portfolio Selection”, with Dimitris Bertsimas, INFORMS Journal on Computing, reject and resubmit. Books in Preparation “Scalable Algorithms for Sparse and Low-Rank Optimization Problems [working title]”, with Dimitris Bertsimas and Jean Pauphilet, Dynamic Ideas LLC, to appear 2022. Selected Talks “Mixed-Projection Conic Optimization: A New Paradigm for Modeling Low-Rank Constraints”, Presented at INFORMS George Nicholson Finalists Session, November 2020. “A Unified Approach to Mixed-Integer Optimization: Nonlinear Formulations and Scalable Algorithms”, Presented at: ICCOPT, August 2019; INFORMS, October 2019; MIT ORC Student Seminar Series, November 2019; MIT LIDS student conference,