INFORMS OS Today The Newsletter of the INFORMS Optimization Society Volume 5 Number 1 May 2015 Contents Chair’s Column Chair’s Column .................................1 Nominations for OS Prizes .....................25 Suvrajeet Sen Nominations for OS Officers ...................26 University of Southern California [email protected] Featured Articles A Journey through Optimization Dear Fellow IOS Members: Dimitri P. Bertsekas .............................3 It is my pleasure to assume the role of Chair of Optimizing in the Third World the IOS, one of the largest, and most scholarly Cl´ovis C. Gonzaga . .5 groups within INFORMS. This year marks the From Lov´asz ✓ Function and Karmarkar’s Algo- Twentieth Anniversary of the formation of the rithm to Semidefinite Programming INFORMS Optimization Section, which started Farid Alizadeh ..................................9 with 50 signatures petitioning the Board to form a section. As it stands today, the INFORMS Local Versus Global Conditions in Polynomial Optimization Society has matured to become one of Optimization the larger Societies within INFORMS. With seven Jiawang Nie ....................................15 active special interest groups, four highly coveted Convergence Rate Analysis of Several Splitting awards, and of course, its strong presence in every Schemes INFORMS Annual Meeting, this Society is on a Damek Davis ...................................20 roll. In large part, this vibrant community owes a lot to many of the past officer bearers, without whose hard work, this Society would not be as strong as it is today. For the current health of our Society, I wish to thank my predecessors, and in particular, my immediate predecessor Sanjay Mehrotra under whose leadership, we gathered the momentum for our conferences, a possible new journal, and several other initiatives. I also take this opportunity to express my gratitude to Jim Luedtke, Send your comments and feedback to the Editor: Secretary/Treasurer, whose soft-spoken assurance, and attention to detail keeps the society humming. Shabbir Ahmed Another person whose support is instrumental to School of Industrial & Systems Engineering many communications is our Web Editor: Pietro Georgia Tech, Atlanta, GA 30332 Belotti; thanks Pietro. [email protected] The major agenda item in the upcoming years is the possibility of a new journal, sponsored by 2 INFORMS Optimization Society Newsletter the Society. Because of the growth in a variety titans of optimization have made multi-faceted con- of applications in Communications and Control, tributions. Data Science, and Machine Learning, there has Bertsekas was awarded for his pioneering role in been an explosive growth in Optimization. This • field has always attracted advanced applications dynamic programming (with uncountable state such as Energy, Finance, Health Care and others. spaces, approximate, neuro-dynamic and ap- What is remarkable today is that as the area ma- proximate dynamic programming), Lagrangean tures, many advanced applications are motivating methods, dual-based bounds for nonconvex new optimization concepts, including fundamental problems, network optimization, and applica- mathematical breakthroughs (e.g., the mathematics tions in communications, power, transportation of risk), algorithmic speed-ups and robust software and others. Moreover his books on many of (e.g., convex, and mixed-integer optimization), as these topics have been adopted at many uni- well as new modeling paradigms (e.g., multi-agent versities, world-wide. Gonzaga for his leadership in interior point and data driven optimization). These are but a few • of the promising directions today, and there are too methods (IPM), augmented Lagrangean meth- many more to mention in this column. ods, on filter methods for constrained non-linear optimization, and on fast steepest descent meth- ods. He has recently developed steepest de- Given the above backdrop, it is no surprise that scent algorithms for the minimization of convex our Society has shown overwhelming support for a quadratic functions with the same performance new INFORMS journal devoted to Optimization. bound as Krylov space methods. He is also the Exactly what the focus of such a journal should author of several influential reviews which have be is not clear at this point. There are other open introduced IPMs to scores of young researchers. questions, and we hope to resolve them as the year progresses. Our plan is to start a dialogue using The 2014 Farkas’ Prize was awarded to Farid INFORMS Connect as a platform for discussion, Alizadeh (Rutgers) who laid the groundwork for and we may even hold some meetings at affiliated the field of semidefinite programming (SDP), which conferences, such as at the International Symposium has grown quickly and steadily over the past 25 on Mathematical Programming in Pittsburgh this years. The citation continues the description of summer. Please be on the lookout for our calls at his contributions via connections between SDP conferences of these affiliated groups. and combinatorial optimization, complementarity, non-degeneracy and algorithmic methodology. Our Society is at the heart of INFORMS, and it draws tremendous strength from this sense of lead- The 2014 Prize for Young Researchers was awarded ership. There is another source of strength: the to Jiawang Nie (UC - San Diego) for this paper caliber of scholars that the IOS attracts. In or- “Optimality conditions and finite convergence of der to celebrate the accomplishments of our re- Lasserre’s hierarchy,” Mathematical Programming, searchers, the IOS awards four highly coveted prizes: Ser. A (2014) 146:97-121, DOI: 10.1007/s10107-013- the Khachiyan Prize, the Farkas Prize, the Young- 0680-x. Prior to this proof of finite convergence, the Researcher Prize, and the Student-paper Prize. This existing theory could only establish the convergence newsletter provides a glimpse of the personal stories of this family of relaxations in the limit. No proof of of the award winners, and their unique perspectives finite convergence had been previously found in spite on optimization. The awards committees for these of the significant numerical evidence for finite con- prizes showed impeccable taste in their choices, and vergence that had been collected over a decade or so. I wish to thank all members of these committees for their diligence with the process. The winners for The winner of the 2014 Student Paper Prize was the year 2014 Khachiyan Prize were Dimitris Bert- Damek Davis (UCLA) for his paper “Convergence sekas (MIT) and Clovis Gonzaga (Federal University rate analysis of several splitting schemes,” arXiv of Santa Catarina, Florian´opolis, Brazil). These two preprint arXiv:1406.4834 (2014), with Wotao Yin. Volume 5 Number 1 May 2015 3 This paper “makes a very significant contribution to the theory of optimization by using a rigorous and unified convergence rate analysis of important A Journey through splitting schemes.” Optimization Dimitri P. Bertsekas The awards committees for this year have been Lab. for Information and Decision Sciences appointed, and they are listed elsewhere in this Massachusetts Institute of Tech., Cambridge, MA 02139 newsletter. I encourage the optimization community [email protected] to identify strong candidates for these awards by sending forth nominations in each of the categories I feel honored and grateful for being awarded the mentioned above. Khachiyan Prize. It is customary in such circum- stances to thank one’s institutions, mentors, and col- Finally, I wish to welcome our newly elected Vice laborators, and I have many to thank. I was fortu- Chairs: Aida Khajavirad (Global Optimization), nate to be surrounded by first class students and col- Warren Powell (Optimization Under Uncertainty), leagues, at high quality institutions, which gave me and Daniel Robinson (Nonlinear Optimization). space and freedom to work in any direction I wished They are joining the continuing team of Vice Chairs: to go. It is also customary to chart one’s intellectual Vladimir Boginski (Network Optimization),John roots and journey, and I will not depart from this Mitchell (Linear and Conic Optimization), Imre tradition. Polik (Computational Optimization and Software), We commonly advise scholarly Ph.D. students and Juan Pablo Vielma (Integer and Discrete Op- in optimization to take the time to get a broad timization). These individuals are truly the reason many-course education, with substantial mathemat- for the strong presence of IOS at the INFORMS ical content, and special depth in their research area. Annual Conferences, and I thank them for their Then upon graduation, to use their Ph.D. research leadership. area as the basis and focus for further research, while gradually branching out into neighboring fields, and Before I close, I wish to also express my sin- networking within the profession. This is good ad- cere appreciation for the work and leadership of vice, which I often give, but this is not how it worked Shabbir Ahmed. He has taken our newsletter for me! to a whole new level, and provided it continuity I came from Greece with an undergraduate de- for the past four years. Such dedication to the gree in mechanical engineering, got my MS in con- Society is what makes IOS tick. Thank you Shabbir! trol theory at George Washington University in three semesters, while holding a full-time job in an unre- I hope my enthusiasm for our society is palpable in lated field, and finished two years later my Ph.D. this column, and hope that you will all get involved thesis