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Congratulations to all, and in particular to our former Ph.D. Student Digvijay Boob. His winning paper is titled “Stochastic first-order Methods for convex and nonconvex function constrained optimization”, coauthored with Qi Deng and myself.

A few bricks, designed and prepared during the Pandemic, for building the mansions of reinforcement learning (RL) and other related technologies. Thanks for feedback! arxiv.org/abs/2011.02987, arxiv.org/abs/2011.08434

How can a machine become smarter autonomously? When can it be done? How much effort is needed?A new algorithm SPMD+EVRTD from my group may help! arxiv.org/abs/2205.05800

2022 INFORMS Optimization Society Young Researchers Prize, deadline extended to July 15. Welcome for nominations! connect.informs.org/optimizationso…

Two recent works on parameter free accelerated methods: 1. AC-FGM: getting rid of line search (arxiv.org/abs/2310.10082) 2. SCAR/NASCAR: tight complexity for small gradients + no lower curvature needed for strongly convex and nonconvex problems (arxiv.org/abs/2310.12139)

Congratulations to Arkadi Nemirovski and Yurii Nesterov that have been awarded the World Laureates Association Prize, a new international science prize established in 2021. Last year the prize for the same category went to Michael Jordan. thewlaprize.org h/t George Lan

Congratulations to two Badger professors, Pascale Carayon of UW-Madison College of Engineering and Stephen J. Wright of UW School of Computer, Data & Information Sciences, who were recently named to the 2024 Class of The National Academy of Engineering – one of the highest professional distinctions in the field!

Parameter-free nonconvex and stochastic optimization: outcome of a pleasant collaboration with Tianjiao and Yangyang during Yangyang’s sabbatical leave at Georgia Tech!

AI dominates: All formalizable, computable, and reproducible human wisdom will merge with AI. Researchers are: a) shifting to top AI subfields, b) applying AI in their work, c) building tools to enhance AI. Check arxiv.org/abs/2407.15368 that took my time in 2024. Happy New Year!

International Conference on Stochastic Programming (ICSP) in Paris (icsp2025.org) in the end of July. In addition to great plenary/semi-plenary/regular talks, students might be interested in the tutorials. Honored to serve in the program committee.

With a special workshop earlier this month, we celebrated our wonderful colleague Professor Alexander Shapiro’s remarkable career and tremendous contributions as a distinguished scholar, mentor, and leader in stochastic programming. Georgia Tech ISyE SIAM INFORMS

His pioneering work includes novel modeling approaches, such as risk-averse #optimization and distributionally robust Markov decision processes; advancements in duality theory and perturbation analysis; and development of solution techniques.

His innovations helped expand the scope and capabilities of stochastic programming and its impact in tackling a wide range of practical and theoretical challenges. His foundational contributions also impacted emerging fields such as #MachineLearning and artificial intelligence.

Random thoughts: deep learning and large language models are effective only because humans are shallow and narrow in general 😄