Antony Man-Cho So

Past Awards

Optimization Society Young Researchers Prize: Winner(s)
Winning material: "Moment Inequalities for Sums of Random Matrices and Their Applications in Optimization"
2010 - Winner(s)

The Optimization Society of INFORMS presents the 2010 Optimization Prize for Young Researchers to Anthony Man-Cho So for his paper:

"Moment Inequalities for Sums of Random Matrices and Their Applications in Optimization", Mathematical Programming, DOI: 10.1007/s10107-009-0330-5, which establishes novel connections between the behavior of sums of random matrices and the theoretical properties of various optimization problems. In this paper, the author achieves a multitude of objectives simultaneously: First, by using a deep mathematical tool of non-commutative Khintchine's inequality in functional analysis, he establishes a sharper upper bound on the norm of a sum of certain random matrices, thereby resolving a recent conjecture due to Nemirovski. Second, he shows that this sharper upper bound leads to an improved approximation guarantee for an SDP-based approximation algorithm of Nemirovski for quadratic optimization problems with orthogonality constraints. Third, he obtains improved safe tractable approximations of a certain class of chance constrained linear matrix inequalities. Finally, he extends a recent result on distributionally robust stochastic programming to a much larger class of probability distributions by relaxing a key assumption. With a clear exposition, the results of this paper have the potential to find further applications in optimization.

Selection Committee

Nick Sahinidis (chair), Alper Yildirim, Jiawei Zhang

Nick Sahinidis (left) and Anthony Man-Cho So