2022 ICS Prize Winners
The 2022 INFORMS Computing Society prize is awarded to
Saeed Ghadimi, Guanghui Lan, and Hongchao Zhang, for their pioneering work on nonconvex stochastic optimization methods, as detailed in the papers:
- Saeed Ghadimi and Guanghui Lan, “Stochastic first- and zeroth-order methods for nonconvex stochastic programming”, SIAM Journal on Optimization 23(4), 2341-2368, 2013.
- Saeed Ghadimi, Guanghui Lan and Hongchao Zhang, “Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization”, Mathematical Programming 155(1-2), 267-305, 2016.
- Saeed Ghadimi and Guanghui Lan, “Accelerated gradient methods for nonconvex nonlinear and stochastic programming”, Mathematical Programming 156 (1-2), 59-99, 2016.
Nonconvex stochastic optimization comprises an important class of problems that are extremely challenging and have many applications. The three prize-winning papers contain several groundbreaking results in this area. In the first paper, the authors propose a novel randomized stochastic gradient descent method for unconstrained problems and establish, for the first time in the literature, complexity results for such types of algorithms. In the second paper, the authors adapt their methods to the constrained case by using a mini-batch of samples at each iteration. Their complexity results in such situations are shown to be near-optimal for the convex case. The third paper provides a generalization of Nesterov’s accelerated gradient (AG) method for nonconvex stochastic optimization problems and derives for the first time convergence results for these kinds of algorithms in the nonconvex case, showing optimal/best known rates of convergence when applied to some specific classes of problems. This work is based on solid, original, and innovative mathematical ideas and significantly advances the state-of-the-art in the field. In addition, given the amount of interest in these kinds of algorithms, the work is expected to have a significant impact in Operations Research, Computer Science, and other areas. Indeed, the three papers already have a total of over 1800 citations.
Runner-up: Dilek Gunnec (Ozyegin), S. Raghu Raghavan (Maryland), and Rui Zhang (CU Boulder) for their contributions on Influence Diffusion on Social Networks.
The 2022 ICS Prize Committee members are:
- Ricardo Fukasawa, Chair (Waterloo)
- Jonathan Eckstein (Rutgers)
- Ignacio Grossmann (Carnegie Mellon)