Distinguished Lecture - Mathematical Optimisation for Machine Learning and Decision
- Date & Time
- October 18, 2022 (Tuesday) | 5:45 - 6:45pm (HKT)
- Venue
- P1, Chong Yuet Ming Chemistry Building, The University of Hong Kong ( Map )
- Speaker
- Professor Yinyu YE
K.T. Li Professor of Engineering at Department of Management Science and Engineering and Institute of Computational and Mathematical Engineering, Stanford University
In this lecture, Professor Yinyu YE will present a few recent mathematical optimisation case studies driven by Machine Learning applications. He will show how newly developed (convex) optimisation models and numerical algorithms can be effectively used to achieve solution efficiency and optimality in many fields, including Wireless Ad-Hoc Sensor Network localisation and tracking, Energy Management System and Optimal PEV Charging/Discharging, Dynamic Unit-Commitment algorithms to balance demand and supply for Power-Grid, an efficient Divide-and-Conquer algorithm for vehicle assignment and routing.
Playback video:
Speaker Professor Yinyu YE
K.T. Li Professor of Engineering at Department of Management Science and Engineering and Institute of Computational and Mathematical Engineering, Stanford University
Professor Yinyu YE is currently the K.T. Li Professor of Engineering at Department of Management Science and Engineering and Institute of Computational and Mathematical Engineering, Stanford University. He received the BS degree in System Engineering from the Huazhong University of Science and Technology, China, and the MS and PhD degrees in Engineering-Economic Systems and Operations Research from Stanford University. His current research interests include Continuous and Discrete Optimisation, Data Science and Application, Algorithm Design and Analysis, Computational Game/Market Equilibrium, Metric Distance Geometry, Dynamic Resource Allocation, and Stochastic and Robust Decision Making, etc. He has received many prestigious academic awards including: the inaugural 2006 Farkas Prize on Optimisation, the 2009 IBM Faculty Award, the 2009 John von Neumann Theory Prize for fundamental sustained contributions to theory in Operations Research and the Management Sciences, the inaugural 2012 ISMP Tseng Lectureship Prize for outstanding contribution to continuous optimisation (every three years), the winner of the 2014 SIAM Optimisation Prize awarded (every three years), the 2015 SPS Signal Processing Magazine Best Paper Award, etc.. He has supervised numerous doctoral students at Stanford who received various prizes such as INFORMS Nicholson Prize, Student Paper Competition, the INFORMS Computing Society Prize, theINFORMS Optimisation Prize for Young Researchers. According to Google Scholar, his publications have been cited 51,000 times.
