OMEGA RHO® International Honor Society for Operations Research and Management Science - The Honor Society of INFORMS
Founded in 1976 and formally a part of INFORMS since 1998, OMEGA RHO® is a Member of the Association of College Honor Societies and a foundation for excellence in Operations Research and Management Science disciplines.
OMEGA RHO® DISTINGUISHED LECTURE 2019
Monday October 21, 2019 , 10–10:50am | CC – 6th Floor, 6E
The Parametric Self-Dual Simplex Method — A Modern Perspective
The parametric self-dual simplex method (PSD) dates back to George Dantzig's classic book published in 1963. Other variants of the simplex method have dominated the world of optimization over the years but the PSD variant has lots of attractive features both from an educational perspective and in the world of applications. In the talk I will define the method, discuss how it helps one understand more deeply duality theory and algorithm complexity and I will discuss some application areas including portfolio selection problems and LAD-Lasso problems that arise in modern machine learning problems.
(Left to right)
Robert Vanderbei - Princeton University, W. Art Chaovalitwongse - University of Arkansas)
Dr. Margaret Brandeau was presented with her Honorary Omega Rho® membership by President Tugrul Daim