Dr Teo Kwong Meng, Operations Research Centre, Massachusetts Institute of Technology
Date
03-04-2009
Time
14:00 p.m. to 15:30 p.m.
Venue
Faculty of Engineering, Seminar Room EA-06-03, NUS
Abstract
We propose a novel robust optimization technique, which is applicable to nonconvex and
simulation-based problems. Robust optimization finds decisions with the best worst-case
performance under uncertainty. If constraints are present, decisions should also be feasible
under perturbations. In the real-world, many problems are nonconvex and involve
computer-based simulations. In these applications, the relationship between decision and
outcome is not defined through algebraic functions. Instead, that relationship is embedded
within complex numerical models. However, current robust optimization methods are limited
to convex problems and, consequently, cannot be applied to many practical problems.
Our proposed method operates directly on the surface of the objective function. Therefore,
the technique is generic and, thus, applicable to most real-world problems. It iteratively
moves along descent directions for the robust problem, and terminates at a robust local
minimum. Because the concepts of descent directions and local minima form the building
blocks of powerful optimization techniques, our proposed framework shares the same
potential, but for the richer, and more realistic, robust problem. To admit additional
considerations including parameter uncertainties and nonconvex constraints, we generalized
the basic robust local search. In each case, only minor modifications are required - a
testimony to the generic nature of the method, and its potential to be a component of future
robust optimization techniques.
We demonstrated the generality of the robust local search technique in two real-world
applications: nanophotonic design and Intensity Modulated Radiation Therapy (IMRT) for
cancer treatment. In both cases, the numerical models are verified by actual experiments.
The method significantly improved the robustness of both designs, showcasing the
relevance of robust optimization to real-world problems.
Biography
Dr Teo Kwong Meng obtained his PhD in Operations Research from MIT’s Operations
Research Center, Sloan School of Management in 2007. He has also received a MSc in High
Performance Computation from Singapore-MIT Alliance (SMA), a MSc in Electrical
Engineering (Communications) from NUS and a BEng (1st Class Hons.) in Electrical &
Electronics Engineering from the University of Manchester Institute of Science & Technology
(UMIST), UK.
Besides holding adjunct lecturing and research positions in SMU and NUS, Dr Teo currently
participates in operations research, supply chain and IT-related consulting projects in
Singapore. Before his PhD studies, Dr Teo worked in Savi Technology where, as the head of
pre-sales consulting in Asia, he configured RFID and vehicle routing/scheduling solutions for
supply chains operations. Prior to his MSc studies in SMA, Dr Teo worked on command and
control systems in Singapore’s Ministry of Defence. Besides managing, procuring and
deploying multi-million dollar projects, he had the opportunity to evaluate a wide spectrum
of communications technologies and systems. His appointment in MINDEF was in fulfillment
towards his Overseas Merit Scholarship’s bond.