Joined May 2009
- Tweets 103
- Following 214
- Followers 242
- Likes 442
1 Photos and videos
11 Jul 2024
Sharing my latest research paper, which encapsulates my current insights on classical robust optimization, covering the characterization of uncertainty sets from data and exploring both optimization and satisficing within a unified framework.
papers.ssrn.com/sol3/papers.…
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Melvyn Sim retweeted
1 Jul 2024
Annals of Operations Research, a very well respected #orms journal, just retracted all papers in a special issue. retractionwatch.com/2024/07/…
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18 Dec 2023
New Logo of RSOME-Robust Stochastic Optimization Made Easy! Hexagonal shape inspired by the robust structure of honey comb. RSOME now supports SDP and exponential cones, which streamline the construction of more sophisticated robust models. xiongpengnus.github.io/rsome…
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2 Nov 2023
This is an update of our paper “The Occam’s Razor of Robustness”, with improved computational studies and incorporating mixed support. It circumvents the curse of dimensionality and is a promising direction for large scale multi period optimization.
papers.ssrn.com/sol3/papers.…
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Melvyn Sim retweeted
2 Oct 2023
Our next #robustoptimizationwebinar will take place this Friday, October 6, at 15:00 (CET):
Speaker: @melvynsim (National University of Singapore)
Title: The Occam's Razor of Robustness
For more information, please check our webpage:
sites.google.com/view/row-se…
#ROW
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7 Oct 2021
Just completed our paper Robust CARA Optimization, unleashing the power of exponential cones. Thanks @e_d_andersen for MOSEK!
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19 Apr 2021
Sharing this paper: “The Analytics of Robust Satisficing”@SSRN papers.ssrn.com/sol3/papers.…
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Melvyn Sim retweeted
5 Apr 2020
Check the website on COVID-19 that my group at MIT created: covidanalytics.io
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31 Mar 2020
We've seen all too terribly the consequences of those who denied warnings of a pandemic. We can't afford any more consequences of climate denial. All of us, especially young people, have to demand better of our government at every level and vote this fall. latimes.com/politics/story/2…
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9 Nov 2019
Just completed a fun paper "The Dao of Robustness", with Daniel Long and Minglong Zhou. @SSRN ssrn.com/abstract=3478930#.X…
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20 Jul 2019
Our new algebraic modeling toolbox for robust stochastic optimization: RSOME. Software, manual and paper therein: rsomerso.com/
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25 Feb 2019
Looking forward to hosting MSOM in Singapore!
Deadline of paper/abstract submission is approaching: 4 March, 2019. Please refer to the website (msom2019.nus.edu.sg) for more details. @INFORMS @INFORMS2019
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24 Feb 2019
After working on Robust Optimization for almost twenty years, initially deviating from Stochastic Programming, I now see the awesomeness of combining both together. sites.google.com/view/rsome
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Melvyn Sim retweeted
15 Jan 2018
Like for Trump
Retweet for Obama
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30 Oct 2017
Here's our piece from last night about Floods...youtube.com/watch?v=pf1t7cs9…
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Melvyn Sim retweeted
17 Oct 2017
New from HHDL & Archbishop Desmond Tutu, the Book of Joy Journal with inspiring quotes to help find joy in our lives dalailama.com/books
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Melvyn Sim retweeted
12 Oct 2017
Yeah, spending taxpayer money on taxpayers is so much worse than giving it to the top 1/10 of the 1% wealthiest americans. F*** logic.
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Melvyn Sim retweeted
6 Oct 2017
The more compassionate our mind, the more we’ll be able to lead our lives transparently, honestly, truthfully, with nothing to hide.
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