© 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

Journal papers

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)

 

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

with Aharon Ben-Tal and Vineet Goyal

Under minor revision in Math Programming (2018)

 

On the Optimality of Affine Policies for Budgeted Uncertainty Sets

with Vineet Goyal

Submitted to Math of Operations Research (2018)

 

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

with Vineet Goyal

Working paper

 

Dynamic resource provisioning under demand uncertainty (In preparation)

with Chaithanya Bandi and Vineet Goyal

Conference papers

 

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

I will be presenting at ISMP (July 1-6, Bordeaux).

 

Selected past talks

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

• Imperial College, London, UK, May 2018.

 

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

• 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.

 

On the Optimality of Affine Policies for Budget of Uncertainty Sets

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

• 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