2016 Optimization Days

HEC Montréal, Québec, Canada, 2 — 4 May 2016

Schedule Authors My Schedule

WAP Séance plénière V / Plenary Session V

May 4, 2016 09:00 AM – 10:00 AM

Location: Amphithéâtre Banque Nationale

Chaired by Dominique Orban

1 Presentation

  • 09:00 AM - 10:00 AM

    On big data, optimization and learning

    • Andrea Lodi, presenter, Polytechnique Montreal

    In this talk I review a couple of applications on Big Data that I personally like and I try to explain my point of view as a Mathematical Optimizer -- especially concerned with discrete (integer) decisions -- on the subject. I advocate a tight integration of Machine Learning and Mathematical Optimization (among others) to deal with the challenges of decision-making in Data Science. For such an integration I try to answer three questions: 1) what can optimization do for machine learning? 2) what can machine learning do for optimization? 3) which new applications can be solved by the combination of machine learning and optimization?