Professor Sridhar Tayur, Tepper School of Business, Carnegie Mellon University 

Sridar will discuss two original approaches to solve nonlinear integer optimisation problems that arise in applications in finance, cancer genomics and supply chain optimisation. The Graver Augmented Multiseed Algorithm (GAMA) utilises augmentation along Graver basis elements (the improvement direction is obtained by comparing objective function values) from these multiple initial feasible solutions.

  • A hybrid quantum classical approach (GAMMA-Q) that have the potential to solve a variety of hard linear and nonlinear integer programmes, as the form a test set (optimality cerficate). We test two hybrid quantum classical algorithms (on D-Wave) one for computing Graver basis and a second for optimising nonlinear integer programs that utilise Graver bases to understand the strengths and limitations of the practical quantum annealers available today. Our experiments suggest that with a modest increase in coupler precision along with near term improvements in the number of qubits and connectivity that are expected the ability to outperform classical best in class algorithms is within reach.
  • A (fully classical) approach (GAMA-C) to solving certain non-convex integer programmes. This method is well suited for Cardinality Boolean Quadratic Problems (CBQP), Quadratic Semi Assignment Problems (QSAP) and Quadratic Assignment Problems (QAP). Sensitivity analysis indicates that the rate at which GAMA slows down as the problem size increases is much lower than that of Gurobi. We find that for several instances of practical relevance, GAMA vastly outperforms in terms of time to find the optimal solution (by two or three orders of magnitude).
  • Results of applying GAMA on data from The Cancer Genome Project (TCGA) to find mutated driver pathways are encouraging. I will discuss some results on Acute Myleoid Luekemia (AML) and Glioblastoma Multiforme (GBM).

Speaker bio

Sridhar Tayur is the Ford Distinguished Research Chair and University Professor of Operations Management at Carnegie Mellon University’s Tepper School of Business. He received his PhD in Operations Research and Industrial Engineering from Cornell University and his undergraduate degree in Mechanical Engineering from the Indian Institute of Technology (IIT) at Madras (where he is a Distinguished Alumnus Award winner). He is an INFORMS Fellow, a Distinguished Fellow of MSOM Society and has been elected to the National Academy of Engineering (NAE). He has been a visiting professor at Cornell, MIT and Stanford.

He has published in Operations Research, Management Science, Mathematics of Operations Research, Mathematical Programming, Stochastic Models, Queuing Systems, Transportation Science, POMS, IIE Transactions, NRLQ, Journal of Algorithms and MSOM Journal.

He has served on the editorial boards of Operations Research, MSOM Journal, Management Science, IIE Transactions and POMS. He served as President of MSOM Society.

He has co-edited “Quantitative models for supply chain management” (1998) and “Handbook of healthcare analytics” (2018).

He has been a finalist for the Lanchester Prize and is an Edelman Laureate. He has won the Healthcare Best paper Award by POMS and the INFORMS Pierskalla Award for best paper in Healthcare.

He has won the Gerald L Thompson Teaching Award in the BS Business Administration Program, the George Leland Bach Excellence in Teaching Award given by MBA students, the INFORMS Teaching Case award, and has been named as a “Top Professor” by Business Week.

House icon Address

Lecture Theatre 4 (Cambridge Judge Business School)
Trumpington St
Cambridge
CB2 1AG

Clock icon Date & time

Date: 9 January 2020
Start Time: 12:30
End Time: 14:00

People icon Audience

Open to: Members of the University of Cambridge

Category: , ,

 

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Event location


Trumpington St
Cambridge
CB2 1AG

Event timings

Date: 9 January 2020
Start Time: 12:30
End Time: 14:00