Dr. Lewis Ntaimo, associate professor in the Department of Industrial and Systems Engineering at Texas A&M University, has been recognized by the Journal of Global Optimization (JOGO) for having one of the top five papers published in the journal during the proceeding year.
Ntaimo’s article, “Fenchel decomposition for stochastic mixed-integer programming” (Volume 55, pages 141-163, 2013) was recognized as one of the “Top 5 Papers Published in JOGO in 2013.”
This work introduces a new cutting plane method in optimization called Fenchel decomposition for solving large scale, two-stage stochastic mixed-integer programs. In this work, Ntaimo derives the new algorithm and reports computational results that demonstrate the performance of the algorithm relative to current algorithms. The results show that the new method can outperform standard stochastic integer programming solvers.
Ntaimo came to Texas A&M in 2004. His research interests are in stochastic programming, systems modeling and engineering processes, and discrete event modeling and simulation. Applications of his research include wildfire planning, healthcare, wind energy, and homeland security.