Lo and behold, that session on robust optimization organized by Dan Iancu of Stanford University was very well attended, showing that early sessions on the right topic can attract good audiences, although I hope INFORMS never experiments with a 7am start. Best of all was that Dimitris Bertsimas himself showed up to listen and stayed the whole time.
Peng Xiong talked about the adaptive robust optimization software AROMA (that was joint work with (Zhi Chen and) Melvyn Sim, whom I was thrilled to see again after many years. Back in the days we were pioneers of robust optimization. It is fun to think how much robust optimization has become mainstream now.) Dan Iancu of the Graduate School of Business at Stanford University talked about dynamic robust optimization and discrete convexity. Louis Chen talked about distributionally robust linear and discrete optimization with marginals (joint work with David Simchi-Levi and others).
I talked about some of my recent work on multi-range robust optimization. (I guess you can say it was a MIT-alumni session.) Multi-range RO is a topic dear to my heart since I started it some years ago with my then PhD student Ruken Duzgun. It so happens that after our paper got into a bad reviewing situation and was ultimately rejected by EJOR, a European team investigated very similar concepts under a closely related name. Ultimately Ruken’s and my paper got published as conference papers. Ruken has done such outstanding research that I don’t think has received the visibility it deserves, but she has a great job at Microsoft now so I suppose her career turned out alright.
It made me happy that DB had positive words about my presentation and I’m looking forward to presenting some more extensions of multi-range RO that I’m working on now very soon. Definitely at the next INFORMS annual meeting in Seattle if not before!