Professor and Associate Chair for Research
Integrated Systems Engineering
The Ohio State University
Office: Room 246, Baker Systems Eng.
Phone: +1 614 292 1695
Email: bayraksan.1 at osu dot edu
Welcome! Hello, I am a Professor and Associate Chair for Research in the Integrated Systems Engineering Department, and an affiliated faculty member of the Sustainability Institute and the Translational Data Analytics Institute at the Ohio State University. I am currently serving as the Chair of the Stochastic Programming Society. Please see my Bio for an overview of my research, service, and teaching.
- My Ph.D. student Ming (Arthur) Yang (Ph.D.,`21) was part of the Walmart team that won the Franz Edelman Award. Franz Edelman Award is given to the best real-world application of Operations Research with demonstrable benefits (to consumers, to the society and the environment, etc.). Congratulations, Arthur! (April 2023)
- Grateful for the new DOE grant “New Abstractions and Randomized Algorithms for Multiscale Stochastic Optimization" and for the chance to work with great colleagues. (Jan 2023)
- My Ph.D. student Jangho Park started as an Assistant Professor at Hongik University in Seoul, South Korea. Congratulations and best wishes, Jangho! (Feb 2023)
- Excited to host and work with Renata Pedrini, a Ph.D. student from Brazil who is vising Ohio State. Welcome Renata! (Oct 2022)
- Two papers published on Multistage Distributionally Robust Optimization (MDRO): (1) Defining and examining `Effective scenarios' (=critical scenarios) for MDRO published in SIAM Journal on Optimization; and (2) Devising a new nested Benders algorithm and applying MDRO to an important Water Infrastructure Problem under Climate Uncertainty, published in European Journal on Operational Research. The second paper addresses a critically important real-world problem!
- Invited speaker at Centre de Recherches Mathématiques (CRM) - Montreal Workshop on Optimization Under Uncertainty (Sept 2021)
- Our workshop, From Data to Decision-making: Contending with Uncertainty and Non-Stationarity in Simulation Theory, took place virtually June 21—23, 2021 (after postponement last summer due to the pandemic). Videos are available here.
- Our second newsletter is out! Check out great articles, including the real-world impact of stochastic programming in the electricity sector by Alexandre Street and Davi Valladão and for the Covid-19 pandemic by Claudia Sagastizábal. Don't miss the perspective article by Stein Wallace on how to apply stochastic programming in the real world, the amazing award winners, and young researcher highlights (Junyi Liu & Rui Peng Liu), and more...!
- Honored to give an invited seminar at Clemson University, Industrial Engineering Department on Residuals-Based Stochastic Optimization Approaches with Covariate Information (April 2021)
- Our paper on Variance reduction for sequential sampling in stochastic programming is published in Annals of Operations Research
- Recent preprints integrating machine learning within optimization under uncertainty through (i) Sample Average Approximation (SAA), (ii) Distributionally Robust Optimization (DRO), and (iii) considering Heteroscedasticity, with Rohit Kannan and Jim Luedtke
- Our article on SPS virtual seminar series: decision making in an uncertain world appeared in the latest newsletter of the European Women in Mathematics (Dec 2020)
- Appointed as Associate Editor of Computational Optimization and Applications (Oct 2020)
- My former Ph.D. student Hamed Rahimian will join Department of Industrial Engineering at Clemson University as a tenure-track assistant professor in August. Congratulations and best of luck, Hamed!
- Initiated, with COSP, a number of new activities for the Stochastic Programming Society: read our first-ever newsletter and watch our virtual seminars!
- Happy to be part of the establishment of a new journal: The Open Journal of Mathematical Optimization (OJMO) --- a journal by optimizers for optimizers. No fees, open-access, quick publication, high-quality. Please submit your Optimization under Uncertainty work!
- Grateful to be elected as the Chair of Stochastic Programming Society and to be working with wonderful colleagues. (Aug 2019)
- Gave a Plenary Address at the 15th International Conference on Stochastic Programming (Aug 2019)
- Hamed Rahimian was awarded 2nd place in 2019 IISE Pritsker Doctoral Disseration Award for his dissertation "Risk-Averse and Distributionally Robust Optimization: Methodology and Applications". Congratulations, Hamed! (May 2019)
- Jangho Park obtained his Ph.D. and started a postdoctoral researcher position at Berkeley Lab. Congratulations and best of luck, Jangho! (May 2019)
- Gave a seminar in the Systems, Information, Learning, and Optimization (SILO) seminar series at the University of Wisconsin at Madison. (May 2019)
- Our workshop on Mathematical Optimization of Systems Impacted by Rare, High-Impact Random Events will be held Jun 24 - 28, 2019. We are accepting applications! To apply, please see here.
- Invited speaker at the inaugural East Cost Optimization Meeting (ECOM) 2019. The focus of the first meeting is stochastic optimization. (April 2019)
- Hamed Rahimian obtained his Ph.D. and started a postdoctoral position with Prof. Sanjay Mehrotra at Northwestern University. Congratulations Hamed! (Aug 2018)
- Visited Prof. Francesca Maggioni at the University of Bergamo, Italy as part of STaRs -- Supporting Talented Researchers: Visiting Professor-- program. (Aug 2018)
- Grateful to be part of MACSER: Multifaceted Mathematics for Rare, High-Impact Events in Complex Energy and Environment Systems (Jan 2018)
- Hamed Rahimian's work was selected Runner-Up for the INFORMS Computing Society Student Paper Award. Congratulations Hamed! (Oct 2017)
- Grateful for the INFORMS Volunteer Service Award at the Distinguished Level (Oct 2017)
- Received INFORMS ENRE Best Publication Award in Environment and Sustainability (Nov 2016)
- Grateful for the award on a collaborative SRE seed grant (Oct 2016)
- Grateful for the support of new NSF award on Data-Driven Distributionally Robust Stochastic Programming (Aug 2016)
- Semi-Plenary Speaker and Organized a Minisymposium on Data-Driven Methods for Stochastic Programming (June 2016)
- Hamed Rahimian was awarded a Presidential Fellowship. Congratulations Hamed! (May 2016)
- Received Lumley Research Award (May 2016)