© 2017, Omar El Housni, All Rights Reserved

Omar El Housni

PhD Student

Industrial Engineering and Operations Research Department

Columbia University

© 2017, Omar El Housni, All Rights Reserved

I am a graduate student in the IEOR Department at Columbia University. My advisor is Prof. Vineet Goyal. My research interests include Robust and Adaptive optimization, Approximation algorithms, Revenue management and Choice modeling. Prior to joining Columbia, I graduated from Ecole Polytechnique.

RESEARCH

Publications

Piecewise Static Policies for Two-stage Adjustable Robust Linear Optimization

with Vineet Goyal

To appear in Math Programming (2017)

Selected as Finalist in INFORMS Undergraduate OR Student Paper Competition (2015)

 

A Tractable Approach for designing Piecewise Affine Policies in Two-Stage Adjustable Robust  Optimization

with Aharon Ben-Tal and Vineet Goyal

Under review in Math Programming (2018)

 

Beyond Worst-case: A Probabilistic Analysis of Affine Policies in Dynamic Optimization

with Vineet Goyal

Advances in Neural Information Processing Systems (NIPS), 2017

Spotlight video

 

Dynamic resource provisioning under demand uncertainty (In preparation)

with Chaithanya Bandi and Vineet Goyal

 

Optimal Approximations policies in Robust Optimization under budgeted uncertainty (In preparation)

with Vineet Goyal

 

Patents

Real-time Iterative Assortment Allocation Estimation. Amazon Research

with D.Bhatia, S.Humair, V.Jain, G.Li, J.Marasanapalle, A.Sadighian, and J.Wu

(Patent Pending)

 

TALKS

Upcoming

Beyond Worst-case: A Probabilistic Analysis of Affine Policies in Dynamic Optimization

• INFROMS Optimization society Conference, Denver, CO, March 23-25, 2018

 

Selected past talks

Piecewise Affine policies for Dynamic Robust Optimization

• Young Researchers Workshop at Cornell ORIE, Ithaca, NY, October 2017.

• Computational Management Science conference, Bergamo, Italy, May 2017.

• IBM Thomas J.Watson Research center, NY, December 2016.

• INFORMS Annual Meeting, Nashville, TN, November 2016.

• EURO of Operations Research, Poznan, Poland, July 2016.

• Amazon seminars, Seattle, WA, June 2016.

• Student seminar Columbia University, NY, April 2016.

 

Beyond Worst-case: A Probabilistic Analysis of Affine Policies in Dynamic Optimization

• NIPS, Long Beach, CA, December 2017.

• INFORMS Annual Meeting, Houston, TX, October 2017.

• Student seminar Columbia University, NY, October 2017.

 

On the Optimality of Affine Policies for Budget of Uncertainty Sets

 • INFORMS Annual Meeting, Houston, TX, October 2017.

 

Dynamic Resource Provisioning in Data Centers under Demand Uncertainty

 • MSOM conference, Chapel Hill, NC, June 2017.

 

Affine policies for Multi-stage Dynamic Robust Optimization

• INFORMS Annual Meeting, Nashville, TN, November 2016.

• Student seminar Columbia University, NY, November 2016.

 

Piecewise Static policies for Two-stage Adjustable Robust Optimization

• Optimization days, Montreal, Canada, May 2016.

• INFORMS Annual Meeting, Philadelphia, PA, November 2015.

 

CONTACT

Address:

Industrial Engineering and Operations Research Department

Columbia University

500 West 120th Street

New York, NY 10027

 

Email: oe2148 At columbia Dot edu