East Coast Optimization Meeting (ECOM) 2019

该奖项为东海岸优化会议（ECOM）提供参与者支持，该会议将于2019年4月4日至5日在弗吉尼亚州费尔法克斯的乔治梅森大学举行。ECOM的目标是向学生和早期职业研究人员介绍当前优化的趋势，并在学术界，工业界和国家实验室之间提供强大的网络环境。第一次会议的重点是随机优化。随机优化问题几乎出现在所有的科学和工程领域。随机优化问题的常见例子有：(i)确定金融资产的配置，使受市场波动影响的潜在损失最小化；控制第二阶段采油的注水井，使地下岩石性质未知的油藏的净现值最大化；（iii）设计一种光子超材料，在不确定的操作环境下最大限度地吸收光。对于这些问题中的每一个，决策者必须在观察不确定的结果之前选择分配/控制/设计（即，决策是确定性的）。因此，必须适当地量化与每个决策相关的风险，以控制结果的可变性。这种需求导致了现代随机理论，特别是风险规避优化理论的产生。这次会议将为研究生、博士后和其他早期职业科学家提供一个独特的机会，让他们从两位最优秀的随机优化研究人员那里学习课程，从而帮助培养下一代科学家。此外，还将邀请该领域的专家进行四次演讲，学生和博士后将有机会通过贡献报告分享他们的工作。会议期间获得的知识将涉及金融、物理、生物、数据科学、机器（深度学习）和工程等领域。该会议隶属于妇女数学协会（AWM）。在求解随机优化问题时，准确地表示不确定性往往需要大量的样本，这导致了传统上难以解决的非线性优化问题。然而，由于近年来高性能计算、计算模拟和数值优化方面的进展，这些问题的数值解在计算上已经变得可行。此外，在过去的一年中，四位随机优化研究人员获得了著名奖项，其中包括两位丹齐格奖获得者（我们的主题演讲者之一），一位哈奇扬奖获得者和一位法卡斯奖获得者。由于这些原因，在首届东海岸优化会议上讨论随机优化是非常及时的。提议的会议有可能促进建模、优化、数值分析、实施和软件开发方面的知识和理解。随机优化包括统计学、概率论、优化与变分分析、凸分析和应用数学等多个方面。这次会议将促进这些重要数学领域的新发展。教程和特邀演讲将关注现实生活中的问题，并将讨论处理这些问题的新的优化解决方案。因此，与会者可以解决一系列新的挑战性问题。在会议上讨论的各种主题，随机优化，建模，偏微分方程，风险规避优化是更广泛的兴趣。例如，这些与金融、物理、生物、数据科学和工程相关。期望所有这些领域的人都参加。会议产生的意见将积极传播。我们会把课堂讲稿上传到会议网站。这些资源将有助于创建新的研究生课程。有关会议的更多细节可在http://math.gmu.edu/~hantil/ECOM/2019/.This上获得，该奖项反映了美国国家科学基金会的法定使命，并通过使用基金会的知识价值和更广泛的影响审查标准进行评估，被认为值得支持。

The award provides participant support to the East Coast Optimization Meeting (ECOM) to be held at George Mason University, Fairfax, VA. Date: April 4-5, 2019. The goal of ECOM is to introduce students and early-career researchers to current trends in optimization as well as to provide a strong networking environment between academia, industry, and the national laboratories. The focus of first meeting is Stochastic Optimization. Stochastic optimization problems arise in virtually all science and engineering fields. Common examples of stochastic optimization problems are: (i) determining an allocation of financial assets that minimize the potential for loss subject to market variability; (ii) controlling injection wells in second-stage oil recovery to maximize the net present value of a reservoir in which the subsurface rock properties are unknown; and (iii) designing a photonic meta-material to maximize light absorption subject to uncertain operating environments. For each of these problems, a decision maker must choose an allocation/control/design prior to observing the uncertain outcome (i.e., decisions are deterministic). As a result, one must properly quantify the risks associated with each decision in order to control the outcome variability. This need has led to the modern theory of stochastic and in particular risk-averse optimization. The meeting will provide a unique opportunity for graduate students, postdocs and other early career scientists to take courses from two of the best researchers in stochastic optimization and thus help train next generation of scientists. In addition, there will be four invited talks from the experts in the field and the students and postdocs will have an opportunity to share their work via contributed presentations. The knowledge gained during the meeting will be of relevance to fields such as finance, physics, biology, data science, machine (deep learning), and engineering. The meeting has an affiliation from Association of Women in Mathematics (AWM). Accurately representing the uncertainty when solving stochastic optimization problems often requires an enormous number of samples, which traditionally resulted in intractable nonlinear optimization problem. However, owing to the recent advances in high-performance computing, computational simulation and numerical optimization, the numerical solution of such problems has become computationally feasible. Additionally, this past year, four stochastic optimization researchers received prestigious awards including two Dantzig Award winners (one of our keynote speaker was among the two), a Khachiyan Prize winner and a Farkas Prize winner. For these reasons, the topic of stochastic optimization is very timely for the inaugural East Coast Optimization Meeting. The proposed meeting has the potential to advance knowledge and understanding in modeling, optimization, numerical analysis, implementation and software development. Stochastic optimization encompasses numerous aspects from statistics, probability theory, optimization and variational analysis, convex analysis, and applied mathematics. The meeting will stimulate new developments in these important areas of mathematics. The tutorials and invited talks will focus on real life problems and will discuss new optimization solvers to handle these problems. Thus the attendees can tackle new set of challenging problems. The variety of topics discussed in the meeting, stochastic optimization, modeling, partial differential equations, risk averse optimization is of much wider interest. For instance, these are relevant in finance, physics, biology, data science, and engineering. Participation from all these fields is expected. The ideas created in the meeting will be actively disseminated. We will upload the lecture notes on the conference website. These resources will help create new graduate courses. More details about the meeting are available at http://math.gmu.edu/~hantil/ECOM/2019/.This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.