Jonathan Eckstein
Email:
user name jeckstei host rci domain suffix rutgers.edu
How to reach me
Webumé
BAIT
Major (Business Analytics and Information Technology)
Course websites
Grants, Projects, Service, and Other Professional Activity
Publications
Downloadable doctoral
dissertation
YASAI
simulation addin for Excel
Miscellaneous
100 Rockafeller Road, Room 5145
Livingston Campus
Rutgers University
Piscataway, NJ 08854 USA
Voice: (848) 4450510
Fax: (732) 4451133
jeckstei@rci.rutgers.edu
Webumé
I am a (tenured) professor in the MSIS (Management Science and
Information Systems) department, Rutgers Business School,
Rutgers University, with my
office on the New Brunswick campus. I was department vicechair July
2008 through June 2011.
I am a member of RUTCOR,
where I
also have an office.
In Fall 2014, I was elected a
fellow
of INFORMS.
Until going on sabbatical in the 20142015 academic year, I was
coordinator of Rutgers'
BAIT
major. This major graduated its first students in 2014.
RBGA named me "Best
BAIT Professor" for the 20132014 academic year.
With William
E.Hart and Cynthia
Phillips, I won the 2006
INFORMS COINOR Cup.
I won the 2003 Thomas H. Mott, Jr. award for excellence in
teaching, by vote of Rutgers' undergraduate business majors.
For the 20002001 and 20072008 academic years, I was on sabbatical at
the ORFE Department
at Princeton University.
Prior to Rutgers, I spent about four years as a research
scientist at the nowdefunct Thinking
Machines Corporation. The firm produced
parallel supercomputers and associated software.
Much of its technology was acquired by Sun
Microsystems and Oracle
(which, very much later, merged together).
Prior to Thinking Machines, I taught for two years at Harvard Business School.
Before that, I obtained Masters (1986) and Ph.D. (1989)
degrees in Operations
Research
from MIT, at the Operations Research Center.
My dissertation advisor was
Dimitri
Bertsekas.
Before that, I worked as a programmer/analyst at
Xenergy, Inc (since acquired by
another firm).
In particular, I was the lead developer for
XenCAP, and responsible for the software design of RECAP. The firm
describes these software products as pivotal in Xenergy's history.
Xenergy claims XenCAP has been used to perform energy audits of over
two billion square feet of commercial building space, and RECAP has
been used to energyaudit over 3.5 million homes.
My undegraduate degree was in
Mathematics, from Harvard
University (1980, Phi
Beta Kappa, Magna Cum Laude)
I am a member of the The
Mathemetical Programming Society, INFORMS and its
Computing Society, and SIAM.
Grants, Projects, and Service, and Other Professional Activities
I have served several times on the board of the INFORMS
Computing Society, and have been its representative to the INFORMS subdivision council.
Principal investigator of the following grants:
National
Science Foundation grant CCR9902092,
in the ComputerCommunications
Research program of the "CISE"
directorate, 19992004.
National
Science Foundation grant CCF1115638,
in the ComputerCommunications
Foundations program of the "CISE"
directorate, 20112015.
Air Force Office of
Scientific Research grant FA95501110164,
Optimization and Discrete Mathematics Program, 20112015 (Andrzej Ruszczynski, coPI).
Air Force Office of
Scientific Research grant FA95501510251,
Optimization and Discrete Mathematics Program, 20152018
(Andrzej Ruszczynski, coPI).
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.
I am on the editorial boards of
Computational
Optimization and Applications and Optimization
Methods and Software,
and I am technical editor for Mathematical Programming Computation.
I am a technical editor for
Mathematical
Programming Computation.
Publications and Working Papers
Note: This list is fairly comprehensive but not completely
exhaustive.
I am the lead or sole author unless otherwise indicated.

A Simplified Form of BlockIterative Operator Splitting, and an
Asynchronous Algorithm Resembling the MultiBlock ADMM

Optimization
Online working paper 201675533, July 2016

Approximate
Versions of the Alternating Direction Method of Multipliers, with
Wang Yao

Optimization
Online working paper 2016015276, January 2016.

Asynchronous
BlockIterative PrimalDual Decomposition Methods for
Monotone Inclusions, with Patrick L. Combettes (first author)

Mathematical
Programming, available online July 2016.

Multilevel Optimization Modeling for RiskAverse Stochastic
Programming, with
Deniz Eskandani and
Jingnan Fan

INFORMS
Journal on Computing, 28(1):112128 (2016), plus
online supplement.

PEBBL: An ObjectOriented Framework for Scalable Parallel Branch and
Bound, with
William
E. Hart and Cythia
A. Phillips

Mathematical Programming Computation, 7(4):429429 (2015).
Longer version available as RUTCOR Research Report RRR 92013, September 2013.

A
Bundle Method for Exploiting Additive Structure in Difficult
Optimization Problems, with Welington de Oliveira (lead author)
 Eprint 2015054935, Optimization
Online, May 2015.

ObjectParallel
Infrastructure for Implementing FirstOrder Methods, with an Example
Application to LASSO, with György Mátyásfalvi
 Eprint 2015014748, Optimization
Online, January 2015.

Understanding
the Convergence of the Alternating
Direction Method of Multipliers: Theoretical and
Computational Perspectives, with Wang Yao.
 Pacific Journal on
Optimization, 11(4):619644 (2015). Expanded version available at
Optimization Online.

PEBBL 1.4.1 User's Guide, with
William
E. Hart and Cythia
A. Phillips

RUTCOR Research Report RRR 22014, September 2014.

Time
Consistency Versus Law Invariance in Multistage Stochastic
Optimization with Coherent Risk Measures: Multilevel Optimization
Modeling and Computational Complexity

RUTCOR Research Report RRR 72013, August 2013.

Augmented Lagrangian and Alternating Direction Methods for Convex
Optimization: A Tutorial and Some Illustrative Computational Results

RUTCOR Research Report RRR 322012, December 2012.

Complexity of Bilevel Coherent Risk Programming

RUTCOR Research Report RRR 172012, April 2012.

A
Practical Relative Error Criterion for Augmented Lagrangians

with Paulo J.S.
Silva. Mathematical
Programming 141(1):319348 (2013).

An Improved BranchandBound Method for Maximum Monomial
Agreement

with Noam
Goldberg. INFORMS
Journal on Computing, 24(2):328341 (2012).

Sparse
Weighted Voting Classifier Selection and its LP Relaxations

with Noam
Goldberg (lead author).
Information
Processing Letters 112:481486 (2012)

Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

with Stephen Boyd (lead
author),
Neal Parikh,
Eric Chu, and
Borja Peleato.
Foundations
and Trends in Machine Learning, 3(1):1122 (2011).

Boosting
Classifiers with Tightened L_{0}Relaxation
Penalties

with Noam
Goldberg. Proceedings of the
the 27^{th} International
Conference on Machine Learning (ICML 2010), 383390 (2010).

Proximal Methods for Nonlinear Programming: Double Regularization and
Inexact Subproblems
 with Paulo J.S.
Silva.
Computational Optimization and Applications,
46(2):279304 (2010).
 General
Projective Splitting Methods for Sums of Maximal Monotone
Operators
 with B.F.
Svaiter,
SIAM Journal on
Control and Optimization, 48(2):787811 (2009).

An Improved BranchandBound Method for Maximum Monomial Agreement
 with Noam
Goldberg. OPT 2008
Optimization for Machine Learning Workshop,
Neural
Information Processing Systems Workshop (NIPS08), December 2008.

Optimal Information Monitoring under a Politeness Constraint
 with Avigdor
Gal
and Sarit Reiner. INFORMS
Journal on
Computing 20(1):320 (2008).

Arrival Rate Approximation by Nonnegative Cubic Splines
 with Farid Alizadeh (first author), Nilay Noyan, and
Gabor Rudolf. Operations
Research, 56(1):140156 (2008).

A
Family of Projective Splitting Methods for the Sum of Two Maximal
Monotone Operators
 with B.F.
Svaiter.
Mathematical
Programming 111(12):173199 (2008).
 Pivot,
Cut, and
Dive: A Heuristic for Mixed 01 Integer Programming
 with Mikhail
Nediak.
Journal of
Heuristics 13(5):471503 (2007).
 Massively Parallel MixedInteger 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 192006, August 2006.

DoubleRegularization Proximal Methods, with Complementarity
Applications
 with Paulo
J.S. Silva (lead author).
Computational Optimization and Applications
33(23):115156 (2006).
 DepthOptimized
Convexity Cuts
 with Mikhail
Nediak. Annals of
Operations
Research 139:95129 (2005)
 Scheduling
of Data Transcription in Periodically Connected Databases
 with Avigdor
Gal
(lead author) and Zachary
Stoumbos, Stochastic
Analysis and Applications 21(5):10211058 (2003).
 A
Practical General Approximation Criterion for Methods of Multipliers
Based on Bregman Distances

Mathematical
Programming 96(1):6186 (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):285298 (2002).

YASAI: Yet Another AddIn 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):11411183 (2001).
 A letter to the
editor published by the New
York Times on December 10, 2000.
 PICO: An ObjectOriented 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, 219265
(2001).
Older versions available as RUTCOR
Research Report RRR 402000, August 2000, and report
SAND20003000, 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):238261 (2001).

Smooth Methods of Multipliers for Monotone Complementarity Problems
 with M. C.
Ferris.
Mathematical
Programming, 86(1):6590 (1999).
 Approximate Iterations in BregmanFunctionBased Proximal
Algorithms

Mathematical
Programming, 83(1) 113123 (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):218235 (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 1113, 1997.
 How
Much Communication Does Parallel Branch
and Bound Need?
 INFORMS
Journal on Computing, 9(1):1529 (1997).
 Distributed versus Centralized Storage and Control for
Parallel
Branch and Bound: Mixed Integer Programming on the CM5
 Computational
Optimization and Applications, 7(2):199220
(1997).
 Parallel Computing

Encyclopedia of
Operations Research and Management Science, S. I.
Gass and
C. M. Harris, eds., Kluwer Academic, Boston, 483485 (1996). Revised
for second edition (2001).
 DataParallel
Implementations of Dense Simplex Methods on the
Connection Machine CM2
 with I. Boduroglu, L. Polymenakos, and
D.
Goldfarb.
ORSA Journal on Computing
7(4):402416 (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, 331399 (1995).
 Control Strategies for Parallel Mixed Integer Branch and
Bound
 Proceedings of
Supercomputing'94, IEEE Computer Society
Press, Los Alamitos, CA, 4148 (1994).
 Parallel BranchandBound Methods for MixedInteger
Programming
on the CM5
 SIAM
Journal on Optimization 4(4):794814
(1994). This article includes and supersedes Thinking Machines
technical report TMC257, which persists in many outofdate 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, 115134 (1994).
 Parallel BranchandBound Methods for Mixed Integer
Programming
 SIAM
News 27(1):1,1215 (1994). Available in revised
form as Chapter 13 of the
collection
Applications on Advanced Architecture Computers,
Greg Astfalk,
editor, SIAM Books, 1996.
 Some SaddleFunction Splitting Methods for Convex
Programming

Optimization Methods and Software 4:7583 (1994).
 Alternating Direction Multiplier Decomposition of Convex
Programs
 Journal
of Optimization Theory and Applications
80(1):3962 (1994).
 Stochastic Dedication: Designing FixedIncome Portfolios
using
Massively Parallel Benders Decomposition
 with R. S. Hiller (lead author).
Management
Science
39(11):14221438 (1993).
 The
Alternating Step Method for Monotropic Programming on the
Connection Machine 2

ORSA Journal on Computing
5(1):8496 (1993).
 Nonlinear Proximal Point Algorithms using Bregman
Functions, with
Applications to Convex Programming

Mathematics of Operations
Research 18(1):202226 (1993).
 LargeScale Parallel Computing, Optimization, and
Operations
Research: A Survey
 ORSA
Computer Science Technical Section Newsletter
14(2), 1, 812, 2528 (1993).
 On the DouglasRachford Splitting Method and the Proximal
Point
Algorithm for Maximal Monotone Operators
 with D. P.
Bertsekas.
Mathematical Programming 55(3):293318 (1992).
 Dual Coordinate Step Methods for Linear Network Flow
Problems
 with D. P.
Bertsekas.
Mathematical Programming
42(2):203243
(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 LineHaul Operations for Motor
Carriers
Using Twin Trailers
 with Y. Sheffi. Transportation Research
Record 1120:1223 (1987).
Doctoral Dissertation
By popular demand, you can now download copies of my doctoral
dissertation.
 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
I am the parent of an autistic
child.
If you would like to join the fight against autism, I suggest
supporting
Autism Speaks or an
intensive
ABA/DTT/Verbal
Behavior
provider or consultant.
I play the tenor saxophone  mostly
jazz, but recently some Brazilian music.
I also play some jazzlike guitar in a
much more
amateurish way.
Here are my musical
toys
(instruments)...
Musical
performances and sheet music dedicated to the memory of
Paul Tseng.
The
blog that ate
New Jersey
The "vi" text editor is for troglodytes. I strongly recommend
the
GNU
EMACS text editor.
Back when mastodons roamed New Jersey, memory really was
"core", and it
was measured in K, I was a member of the R.E.S.I.S.T.O.R.S.
computer club, and even president during some of its waning days.
My favorite movie is
Black Orpheus. I know it is not a very
accurate picture of Brazil, but it is incredible cinema with wonderful
music.
Pointers to some of my
favorite music.
Miscellaneous friends and relatives on the web:
"Homestar
runner"  accept no substitutes! (Caution: requires "flash"
and contains (sort of)
adult language)