2012 ICS Student Paper Award

Call for Nominations

The INFORMS Computing Society (ICS) invites nominations for the 2012 Student Paper Award. The ICS Student Paper Award is given annually to the best paper at the interface of computing and operations research by a student author, as judged by the award selection committee. The award is accompanied by a plaque and a $500 honorarium. The winner will be invited to briefly present his/her paper in an ICS-sponsored session and the award will be presented at the ICS Business Meeting at the 2012 INFORMS Annual Meeting in Phoenix, AZ, in October 2012. The winner is expected to make his/her own travel arrangements to the INFORMS meeting. The winner will also receive free registration to the next ICS Conference. The ICS Student Paper Award is sponsored by the Mica Fonden.

The deadline for nominations for the 2012 ICS Student Paper Award is midnight EDT, July 31, 2012.

Each nominated paper should satisfy the following seven eligibility criteria:

• the entrant must have been a student on or after January 1, 2012;
• the paper must present original research results;
• the research must have been conducted while the entrant was a student;
• the paper must be written by the entrant with only minor outside editorial assistance (one or more advisors may appear as co-authors of a paper, but the student must be the 'first author');
• the entrant can be a (co-)author in at most one paper submitted to the competition;
• the paper must not have won a previous ICS Student Paper Award;
• the entrant must be an ICS member in the year the submission is made.
  Note that ICS student membership costs just $5 if you are an INFORMS Student Member.

Application Process:

Nominations should be sent electronically to the Chair of the Award Selection Committee no later than midnight EDT, July 31, 2012. The nomination packet should include the following:

• The nominated paper (30 pages or less, 1 inch margins, double spaced, and 12 point font and in the standard format of INFORMS Journal on Computing) in pdf;
• an email address and phone number where the entrant can be contacted in the event they are selected as a finalist;
• letter(s) (in pdf format) signed by all coauthors of the paper and the entrant attesting that the seven eligibility conditions are met.

The 2012 ICS Student Paper Award Committee members are: Peter Frazier (Cornell), Cindy Phillips (Sandia), and Andreas Schulz, Chair (MIT).

For nominations and further queries, please contact:

 Andreas Schulz, MIT
 http://web.mit.edu/schulz/
 email: schulz@mit.edu

2012 ICS Student Paper Award Winner

The 2012 Student Paper Award Winner is Huashuai Qu (University of Maryland) for the paper, "Simulation Selection with Unknown Correlation Structures."

Advisors: Michael Fu and Ilya Ryzhov

This paper considers the problem of Bayesian optimization via simulation, with correlated prior beliefs and correlated sampling with an unknown sampling covariance matrix. This problem arises when performing optimization via simulation with common random numbers, and is important because sampling with common random numbers has the potential to allow better efficiency than does independent sampling. Analysis of this problem, however, is substantially more difficult than with independent sampling as there is no conjugate prior distribution permitting sequential sampling, making computation of the posterior distribution computationally challenging. This paper deftly steps around this difficulty by using an approximation based on minimizing the Kullback-Leibler divergence, which provides a computationally tractable approximate posterior distribution. Then, using this statistical technique as a foundation, this paper develops a new value of information sampling procedure that allows unknown correlation structures. This procedure has better performance than existing procedures on several problems, and it shows that modeling the unknown sampling covariance matrix can have a significant effect on the value of information. This work has broader implications for other problems in simulation optimization, and more broadly in sequential experimental design: it provides an appealing methodology for approximating posterior distributions in other sequential sampling problems; and it paves the way for unknown covariance matrices to be modeled explicitly, rather than assumed known, in other problems requiring sequential value-of-information analysis.

Runner-up:

• Martin Takáč, University of Edinburgh, for the paper "Iteration Complexity of Randomized Block-Coordinate Descent Methods for Minimizing a Composite Function".
   Advisor: Peter Richtarik

Award Committee: Peter Frazier, Cynthia A. Phillips, Andreas S. Schulz (chair)

2011 ICS Student Paper Award Winner

The 2011 ICS Student Paper Award Winner is Susan Hunter (Virginia Tech) for the paper, "Optimal Sampling Laws for Stochastically Constrained Simulation Optimization on Finite Sets."

Advisor: Raghu Pasupathy 

The paper considers an important but little-studied problem from simulation optimization: select the best of finitely many noisy systems, subject to one or more stochastic constraints. Under general distributional assumptions, this paper provides the first exact characterization of the allocation of simulation samples to systems that maximizes the asymptotic rate at which the probability of correctly selecting the best converges to one. This characterization is as the solution to a concave maximization problem. The paper then provides an implementable algorithm whose allocation converges to this optimal allocation.
 
This clearly written and innovative paper makes an important contribution to simulation optimization by bringing together techniques borrowed from several branches of the fields of operations research and computing.

Award Committee: Shabbir Ahmed (chair), Peter Frazier and Dominique Orban

2010 ICS Student Paper Award Winner

The 2010 Student Paper Award Winner is Yongqiang Wang (University of Maryland, College Park) for the paper, "A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives." 

Advisors: Michael C. Fu and Steven I. Marcus

Runners-up:

• Siqian Shen, University of Florida, for the paper "Expectation and Chance-constrained Models and Algorithms for Insuring Critical Paths"
   Advisors Cole Smith and Shabbir Ahmed.
• Necdet Aybat, for the paper "A First-order Augmented Lagrangian Method for Compressed Sensing"
   Advisor Garud Iyengar.

Award Committee: Ted Ralphs (chair), Ed Baker, John Mitchell

Sponsored by the Mica Fonden.

Award

2009 ICS Student Paper Award Winner

The 2009 ICS Student Paper Award Winner is Zaiwen Wen (Columbia University) for the paper, "A Line Search Multigrid Method for Large-Scale Nonlinear Optimization."

Advisor: Donald Goldfarb

Runners-up:

• Mehmet Begen, University of British Columbia, for the paper "Appointment Scheduling with Discrete Random Durations"
   Advisor Maurice Queyranne.
• Peter Frazier, Princeton University, for the paper "Knowledge-Gradient Methods for Statistical Learning"
   Advisor Warren Powell.

Award Committee: Alexander Shapiro (chair), Bill Cook, ...

Award

2008 ICS Student Paper Award Winner

The 2008 ICS Student Paper Award Winner is Guanghui Lan (Georgia Institute of Technology) for the paper, "Efficient Methods for Stochastic Composite Optimization."

Advisors: Arkadi Nemirovski, Renato Monteiro and Alexander Shapiro

Award Committee: David Morton (chair), Alper Atamturk, Nick Sahinidis

Award

2007 ICS Student Paper Award Winner

The 2007 ICS Student Paper Award Winner is Amit Partani for the paper, "Adaptive Jackknife Estimators for Stochastic Programming."

Advisor: David Morton

Award Committee: Jonathan Eckstein (chair), Michael Trick, Jeff Linderoth

Award

Runners-up:

• Andrea Bettinelli for "A Branch-and-Price Algorithm for the Two-Dimensional Level Strip Packing Algorithm"
• Richa Agarwal for "Ship Scheduling and Network Design for Cargo Routing in Liner Shipping"

2006 ICS Student Paper Award Winner

2006 ICS Student Paper Award Winner Geng Deng for the paper, "Variable-Number Sample-Path Optimization."

Advisor: Michael C. Ferris.

Runners-up:

• Jiaqiao Hu, University of Maryland, College Park, for the paper "A Model Reference Adaptive Search Method for Global Optimization"
   Adviors Steven Marcus and Michael Fu.
• Laura A. McLay, University of Illinois, for the paper "An Analysis of Knapsack Problems with Set-Up Weights"
   Advisor Sheldon H. Jacobson.

 2006 ICS Student Paper Award Committee:

• David Woodruff (Chair)
• David Gay
• David Shanno