Optimization and Algorithms Research
Optimization is in the center of every engineering discipline and every sector of the economy. Airlines and logistics companies run optimization algorithms to schedule their daily operations; power utilities rely on optimization to efficiently operate generators and renewable resources and distribute electricity; biotechnology firms search through massive genetic data using optimization to find new discoveries. UC Berkeley IEOR Department is at the forefront of optimization research. Our faculty and their students create new fields of optimization and push the boundaries in convex and nonconvex optimization, integer and combinatorial optimization to solve problems with massive data sets. Research activities are funded by NSF, DOE, DOD, ONR, and IBM Corporation.
Faculty
Selected Publications
Agency problem and mean field system of agents with moral hazard, synergistic effects and accidents
Zhang, J., & Mastrolia, T. (2025). Agency problem and mean field system of agents with moral hazard, synergistic effects and accidents. Journal of Optimization Theory and Applications.
Polyhedral analysis of quadratic optimization problems with Stieltjes matrices and indicators
Liu, P., Atamtürk, A., Gómez, A., & Küçükyavuz, S. (2025). Polyhedral analysis of quadratic optimization problems with Stieltjes matrices and indicators. Mathematical Programming. https://doi.org/10.1007/s10107-025-02272-7
Optimal Policy for Inventory Management with Periodic and Controlled Resets
Lee, Y., Mintz, Y., Aswani, A., Shen, Z. M., & Yang, C. (2025). Optimal policy for inventory management with periodic and controlled resets. Manufacturing & Service Operations Management, 27(5), 1484–1496. https://doi.org/10.1287/msom.2022.0318
Matching-Based Off-Policy Evaluation for ReinforcementLearning Applied to Mechanical Ventilation
Lee, J. S., Mahendra, M., & Aswani, A. (2025). Matching-based off-policy evaluation for reinforcement learning applied to mechanical ventilation. CHASE ’25: Proceedings of the ACM/IEEE International Conference on Connected Health: Applications, Systems and Engineering Technologies, 211–221. https://doi.org/10.1145/3721201.3721370
Airline Flight Network Expansion with Strategic Aircraft Leasing Decisions
Safak Aydiner, O., Akturk, D., Atamtürk, A., & Aktürk, M. S. (2025, July 14–16). Airline flight network expansion with strategic aircraft leasing decisions [Paper presentation]. INFORMS Revenue Management and Pricing Section Conference, New York, NY, United States. https://researchportal.bath.ac.uk/en/publications/airline-flight-network-expansion-with-strategic-aircraft-leasing-/
Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs
Yan Deng, Huiwen Jia, Shabbir Ahmed, Jon Lee, Siqian Shen, “Scenario Grouping and Decomposition Algorithms for Chance-constrained Programs”, INFORMS Journal on Computing, 3(2), 757-773, 2020
Multi-armed bandit with sub-exponential rewards
Huiwen Jia, Cong Shi, Siqian Shen, “Multi-armed Bandit with Sub-exponential Reward”, Operations Research Letters, 49(5), 728-733, 202, 2021
Benders Cut Classification via Support Vector Machines for Solving Two-Stage Stochastic Programs
Huiwen Jia, Siqian Shen, “Benders Cut Classification via Support Vector Machines for Two-stage Stochastic Integer Program’’, INFORMS Journal on Optimization, 3(3), 278-297, 2021