© 2017, Omar El Housni, All Rights Reserved

Omar El Housni

PhD Student

Industrial Engineering and Operations Research Department

Columbia University

© 2019, Omar El Housni, All Rights Reserved

 

I am a PhD candidate in Operations Research at Columbia University, advised by Prof. Vineet Goyal. I am broadly interested in decision-making under uncertainty where I aim to develop optimization models and algorithms to address a wide-range of operational problems. My current research focuses on the design of robust and efficient algorithms for sequential dynamic optimization problems under uncertainty with applications in inventory management, facility location and matching platforms. Prior to joining Columbia, I graduated from Ecole Polytechnique (Paris) with an MS and BS in Applied Mathematics.

 

 

RESEARCH

Journal papers

On the Optimality of Affine Policies for Budgeted Uncertainty Sets

with Vineet Goyal

Math of Operations Research (forthcoming) 2020.

Video from BIRS workshop "Models and Algorithms for Sequential Decision Problems under Uncertainty",

Banff 2019.

 

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

with Vineet Goyal

Under review.

 

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

with Aharon Ben-Tal and Vineet Goyal

Math Programming (forthcoming) 2019.

 

Piecewise Static Policies for Two-stage Adjustable Robust Linear Optimization

with Vineet Goyal

Math Programming 169 (2), pages 649-665, 2018.

Selected as Finalist in INFORMS Undergraduate OR Student Paper Competition 2015.

Conference papers

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

with Vineet Goyal

Advances in Neural Information Processing Systems (NIPS), 2017 (Spotlight).

Spotlight video

Working papers

 

Near-optimal Threshold Policies via Lifted Linear Decision Rules

with Amine Bennouna and Vineet Goyal

In preparation for submission to Operations Research.

Winner of Ecole Polytechnique’s Grand Prize of research internship 2019.

 

Robust Lot Sizing Problem Under Adversarial Demand Uncertainty

with Vineet Goyal and David Shmoys

Abstract

 

Dynamic Resource Provisioning Under Demand Uncertainty

with Chaithanya Bandi and Vineet Goyal

Asbtract

 

Matchings in Ride Sharing Platforms: A Two-stage Robust Optimization Approach

with Oussama Hanguir, Vineet Goyal and Clifford Stein

Abstract

 

 

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)

 

 

TEACHING

Teaching Assistant, Columbia IEOR

Optimization, IEOR 6613 PhD (30 students)

Simulation, IEOR 3404 undergraduate (90 students)

Dynamic Pricing and Revenue Management, IEOR4601 graduate (50 students)

Advanced Optimization, IEOR3609 undergraduate (90students)

 

Co-instructor, Columbia Science Honors Program

Introduction to Algorithms (40 students)

 

Instructor, Mathematical Olympiad

Instructor and Head coach of the Moroccan International Mathematical Olympiad team at IMO 2019, Bath UK.

(My experience at IMO on Youtube)

 

 

 

TALKS

 

 

Robust Lot Sizing Problem Under Adversarial Demand Uncertainty

• INFORMS Annual Meeting, Seattle, WA, October 2019.

 

On the Power of Affine Policies for Capacity Planning under Demand Uncertainty

• MSOM, Singapore, July 2019.

 

On the Optimality of Affine Policies for Budget of Uncertainty Sets

• ICCOPT, Berlin, Germany, August 2019.

• ICSP, Trondheim, Norway, July 2019.

• BIRS workshop, Banff, Canada, January 2019.

• INFORMS Annual Meeting, Phoenix, AZ, November 2018.

• INFORMS Optimization society Conference, Denver, CO, March 2018.

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

 

On the Power of Affine Policies in Two-Stage Adjustable Robust Optimization

• INFORMS Annual Meeting, Seattle, WA, October 2019.

• Imperial College, London, UK, May 2018.

 

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

• Uber Tech Talks, San Francisco, CA, August 2018.

• ISMP, Bordeaux, France, July 2018.

• TADC, London Business School, London, UK, May 2018.

• INFORMS Optimization society Conference, Denver, CO, March 2018.

• NIPS, Long Beach, CA, December 2017.

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

• Student seminar Columbia University, NY, October 2017.

 

Dynamic Resource Provisioning in Data Centers under Demand Uncertainty

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

 

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.

 

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.

 

Tractable Policies in Dynamic Robust Optimization

• Africa Business School- OCP Headquarters, Casablanca, Morocco, June 2017

 

CONTACT

Address:

Industrial Engineering and Operations Research Department

Columbia University

500 West 120th Street

New York, NY 10027

 

Email: oe2148 At columbia Dot edu