Preprints

  • On Polyhedral and Second-Order Cone Decompositions of Semidefinite Optimization Problems

    Preprint

  • A Unified Approach to Mixed-Integer Optimization: Nonlinear Formulations and Scalable Algorithms

    Preprint

  • On Stochastic Auctions in Risk-Averse Electricity Markets With Uncertain Supply

    Details Preprint

Publications

  • Payment Mechanisms For Electricity Markets With Uncertain Supply

    (Awarded the Operations Research Society of New Zealand Young Practitioner’s Prize)
    Details Preprint DOI

Teaching

  • 15.095 Machine Learning Under a Modern Optimization Lens: Fall 2019 TA

    Teaching assistant for a course which provides masters and PhD students with a unified, insightful and modern treatment of Machine Learning using the lenses of convex, robust and mixed integer optimization.

    Duties: Assisting students, leading recitations, writing and marking assignments and exams.

  • 15.S60 Computing in Operations Research and Statistics: IAP 2019 Instructor

    Instructor for an IAP course which aims to provide PhD students with an overview of state-of-the-art software tools used in optimization and statistics.

  • 15.093 Optimization Methods: Fall 2018 TA

    Teaching assistant for a course which aims to provide masters students with a unified overview of the main algorithms and areas of application in optimization.

    Duties: Assisting students, leading recitations, writing and marking assignments and exams.

  • 15.089 Analytics Capstone: Student Mentor (Summer 2018, Summer 2019)

    Student mentor for two seven-month capstone projects completed by Master of Business Analytics students. First project applied machine learning techniques to predict fund inflows at the financial advisor level for a large investment management company. Second project applied prescriptive analytics to prescribe actions which optimize fund flows.

    (2018 Mentees received an award for the best presentation in their graduating class.)

Talks

  • A Unified Approach to Mixed-Integer Optimization: Nonlinear Formulations and Scalable Algorithms

    August 2019, ICCOPT, Berlin, Germany
    October 2019, INFORMS, Seattle, USA

  • Slides

  • A scalable algorithm for sparse and robust portfolios

    November 2018, INFORMS, Phoenix, USA
    January 2019, MIT LIDS student conference, Cambridge, USA
    July 2019, MIP Workshop (poster session), Cambridge, USA Details Slides

  • Payment mechanisms, efficiency savings and risk aversion in electricity markets

    July 2018, ISMP, Bordeaux, France

  • Details Slides

  • Stochastic scheduling pricing and dispatch

    July 2017, EPOC Mini Workshop, Auckland, New Zealand

  • Details Slides

Upcoming Talks

  • I will be presenting at INFORMS 2019 (Monday 21 October, session MD66). If you will be there and want to chat, just send me an email!

Contact