I am a member of the The
Mathemetical Programming Society, INFORMS and its
Computing Society, SIAM,
and SIAM's
activity group
on optimization.
Research Grants and Interests (Super-Short
Version)
My research interests are in the area of parallel algorithms for
numerical optimization, and monotone-operator based methods for
optimization and variational problems.
Recently, I have also been doing some work on applying
Operations Research
techniques to the modeling of database systems.
I was the principal investigator of National
Science Foundation grant CCR-9902092,
in the Computer-Communications
Research program of the "CISE"
directorate.
I participate in the ACRO
software project at Sandia National Labs: I have contributed
extensively to PEBBL
(for which I am project leader) and PICO;
I have also made some (much less extensive) contributions to UTILIB.
Current and Recent Service Activities
(Outside Rutgers)
I was chair of the 2007 ICS
Student Paper Award Committee.
I was chair of the 2004
ICS
prize committee. I also chaired this committee in 1995,
although
ICS
was called the CSTS then.
I am on the editorial board of
Computational
Optimization and Applications.
Publications and Working Papers
Notes: This list is fairly comprehensive but not
exhaustive.
I am the lead or sole author unless otherwise indicated.
-
General
Projective Splitting Methods for Sums of Maximal Monotone
Operators
- with B.F.
Svaiter. IMPA
Preprint Serie A 547/2007, July 2007; RUTCOR
Research Report RRR 23-2007, August 2007.
-
Optimal Information Monitoring under a Politeness Constraint
- with Avigdor
Gal
and Sarit Reiner. INFORMS
Journal on
Computing 20(1):3-20 (2008).
-
Arrival Rate Approximation by Nonnegative Cubic Splines
- with Farid Alizadeh (first author), Nilay Noyan, and
Gabor Rudolf. Operations
Research, 56(1):140-156 (2008).
-
A
Family of Projective Splitting Methods for the Sum of Two Maximal
Monotone Operators
- with B.F.
Svaiter.
Mathematical
Programming 111(1-2):173-199 (2008).
- Pivot,
Cut, and
Dive: A Heuristic for Mixed 0-1 Integer Programming
- with Mikhail
Nediak.
Journal of
Heuristics 13(5):471-503 (2007).
- Massively Parallel Mixed-Integer Programming: Algorithms
and Applications
- with William
E.Hart and Cynthia
Phillips. In Parallel
Processing for Scientific Computing, M.A. Heroux,
P. Raghavan, and H.D. Simon, editors, SIAM Books,
November 2006.
- PEBBL
1.0 User Guide
- with Cynthia
A. Phillips and William E. Hart.
July 2006. RUTCOR
Research Report RRR 19-2006, August 2006.
-
Double-Regularization Proximal Methods, with Complementarity
Applications
- with Paulo
J.S. Silva (lead author).
Computational Optimization and Applications
33(2-3):115-156 (2006).
- Depth-Optimized
Convexity Cuts
- with Mikhail
Nediak. Annals of
Operations
Research 139:95-129 (2005)
- Scheduling
of Data Transcription in Periodically Connected Databases
- with Avigdor
Gal
(lead author) and Zachary
Stoumbos, Stochastic
Analysis and Applications 21(5):1021-1058 (2003).
- A
Practical General Approximation Criterion for Methods of Multipliers
Based on Bregman Distances
-
Mathematical
Programming 96(1):61-86 (2003).
- The
Maximum Box Problem and its Application to Data Analysis
- with Peter
L. Hammer, Ying
Liu, Mikhail
Nediak, and Bruno
Simeone.
Computational Optimization and Applications,
23(3):285-298 (2002).
-
YASAI: Yet Another Add-In for Teaching Elementary Monte Carlo
Simulation in EXCEL
- with Steven T.
Riedmueller.
INFORMS
Transactions on
Education 2(2),
http://ite.pubs.informs.org/Vol2No2/EcksteinRiedmueller/.
-
Managing Periodically Updated Data in Relational Databases: A
Stochastic Modeling Approach
- with Avigdor
Gal
(lead author). Journal
of the ACM,
46(6):1141-1183 (2001).
- A letter to the
editor published by the New
York Times on December 10, 2000.
- PICO: An Object-Oriented Framework for Parallel Branch
and
Bound
- with Cynthia
A. Phillips and William E. Hart.
Proceedings of the Workshop on Inherently Parallel
Algorithms in
Optimization and Feasibility and their Applications, Studies
in
Computational Mathematics, Elsevier Scientific, 219-265
(2001).
Older versions available as RUTCOR
Research Report RRR 40-2000, August 2000, and report
SAND2000-3000, Sandia
National
Laboratories, December 2000.
-
Rescaling and Stepsize Selection in Proximal Methods using Separable
Generalized Distances
- with
Paulo J.S. Silva (lead author) and
Carlos Humes Jr..
SIAM Journal on Optimization,
12(1):238-261 (2001).
-
Smooth Methods of Multipliers for Monotone Complementarity Problems
- with M. C.
Ferris.
Mathematical
Programming, 86(1):65-90 (1999).
- Approximate Iterations in Bregman-Function-Based Proximal
Algorithms
-
Mathematical
Programming, 83(1) 113-123 (1998).
- Operator Splitting Methods for Monotone Affine
Variational Inequalities, with a Parallel Application to Optimal
Control
- with M. C.
Ferris.
INFORMS
Journal on
Computing, 10(2):218-235 (1998).
- Resource
Management in a Parallel Mixed Integer Programming
Package
- with William
E. Hart and
Cynthia
A. Phillips. Proceedings
of
the Intel
Supercomputer
Users Group Conference, Albuquerque, NM, June 11-13, 1997.
- How
Much Communication Does Parallel Branch
and Bound Need?
- INFORMS
Journal on Computing, 9(1):15-29 (1997).
- Distributed versus Centralized Storage and Control for
Parallel
Branch and Bound: Mixed Integer Programming on the CM-5
- Computational
Optimization and Applications, 7(2):199-220
(1997).
- Parallel Computing
-
Encyclopedia of
Operations Research and Management Science, S. I.
Gass and
C. M. Harris, eds., Kluwer Academic, Boston, 483-485 (1996). Revised
for second edition (2001).
- Data-Parallel
Implementations of Dense Simplex Methods on the
Connection Machine CM-2
- with I. Boduroglu, L. Polymenakos, and
D.
Goldfarb.
ORSA Journal on Computing
7(4):402-416 (1995).
- Parallel Computing in Network Optimization
- with D. P.
Bertsekas
(lead author), D. Castanon,
and S. A.
Zenios. Network Models, M. O. Ball, T.
L. Magnanti,
C. L. Monma, and G. L. Nemhauser, eds., Handbooks
in Operations
Research and Management Science 7, Elsevier
Scientific,
Amsterdam, 331-399 (1995).
- Control Strategies for Parallel Mixed Integer Branch and
Bound
- Proceedings of
Supercomputing'94, IEEE Computer Society
Press, Los Alamitos, CA, 41-48 (1994).
- Parallel Branch-and-Bound Methods for Mixed-Integer
Programming
on the CM-5
- SIAM
Journal on Optimization 4(4):794-814
(1994). This article includes and supersedes Thinking Machines
technical report TMC-257, which persists in many out-of-date reference
lists.
- Some Reformulations and Applications of the Alternating
Direction
Method of Multipliers
- with M.
Fukushima. In Large Scale
Optimization: State of the Art, W. W. Hager, D. W. Hearn,
P. M. Pardalos, eds., Kluwer Academic, Dordrecht, 115-134 (1994).
- Parallel Branch-and-Bound Methods for Mixed Integer
Programming
- SIAM
News 27(1):1,12-15 (1994). Available in revised
form as Chapter 13 of the
collection
Applications on Advanced Architecture Computers,
Greg Astfalk,
editor, SIAM Books, 1996.
- Some Saddle-Function Splitting Methods for Convex
Programming
-
Optimization Methods and Software 4:75-83 (1994).
- Alternating Direction Multiplier Decomposition of Convex
Programs
- Journal
of Optimization Theory and Applications
80(1):39-62 (1994).
- Stochastic Dedication: Designing Fixed-Income Portfolios
using
Massively Parallel Benders Decomposition
- with R. S. Hiller (lead author).
Management
Science
39(11):1422-1438 (1993).
- The
Alternating Step Method for Monotropic Programming on the
Connection Machine 2
-
ORSA Journal on Computing
5(1):84-96 (1993).
- Nonlinear Proximal Point Algorithms using Bregman
Functions, with
Applications to Convex Programming
-
Mathematics of Operations
Research 18(1):202-226 (1993).
- Large-Scale Parallel Computing, Optimization, and
Operations
Research: A Survey
- ORSA
Computer Science Technical Section Newsletter
14(2), 1, 8-12, 25-28 (1993).
- On the Douglas-Rachford Splitting Method and the Proximal
Point
Algorithm for Maximal Monotone Operators
- with D. P.
Bertsekas.
Mathematical Programming 55(3):293-318 (1992).
- Dual Coordinate Step Methods for Linear Network Flow
Problems
- with D. P.
Bertsekas.
Mathematical Programming
42(2):203-243
(1988).
- Distributed Asynchronous Relaxation Methods for Linear
Network
Flow Problems
- with D. P.
Bertsekas.
Proceedings of the International Federation of
Automatic
Control (IFAC), Munich (1987).
- Optimization of Group Line-Haul Operations for Motor
Carriers
Using Twin Trailers
- with Y. Sheffi. Transportation Research
Record 1120:12-23 (1987).
Doctoral Dissertation
By popular demand, you can now download copies of my doctoral
dissertation.
There is a serious error in Section 6.3 which my committee
didn't
catch. If you want to use that material, please contact me. However,
most readers shouldn't be particularly interested in that section.
The rest should be OK so far as I know.
- Scanned
version (about 16 MB)
- I hoped at one point to produce a more compact version
from the
orginal Macintosh Microsoft Word files, but it
appears that is too difficult due to the nonstandard fonts and the
difficulty of translating the formatting.
Miscellaneous
Permanent Address for Undergraduate Teaching
Webumé