Large-Scale and Big Data Optimization

在当今的数字世界中，随着数据量的不断增加，需要解决前所未有的优化问题。机器学习、通信和社交网络、物流系统是许多突出的应用领域中的一些，在这些应用领域中，出现了数万或数百万个变量的优化问题。许多优化模型和算法，虽然表现出很大的效率，在适度的维度，有很大的困难，以规模为这种规模的实例，并没有提供令人满意的解决方案。我的研究的主要和长期目标是有助于设计能够在非常大规模的设置工作的新的优化算法。我计划研究精确的和启发式的方法，并验证在通信，物流和社交网络的一些特定应用的研究结果。

In today’s digital world, with ever increasing amounts of data comes the need to solve optimization problems of unprecedented sizes. Machine learning, communication and social networks, logistics systems are some of the many prominent application domains where optimization problems arise with tens of thousands or millions of variables. Many optimization models and algorithms, while exhibiting great efficiency in modest dimensions, have great difficulties to scale for instances of this size and do not offer satisfactory solution. The primary and long-term objective of my research is to contribute to the design of novel optimization algorithms capable of working in very large-scale setting. I plan to investigate both exact and heuristic methods, and validate the findings on some particular applications in communication, logistics and social networks.