 | Bharath Rangarajan
Assistant Professor,
Graduate Program in Industrial and Systems Engineering,
Department of Mechanical Engineering
111, Church Street,
University of Minnesota,
Minneapolis, MN 55455.
Phone: 612 626 2667
Email bharath
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2004, PhD, Operations Research, Cornell University (NY, USA).
2003, MS, Operations Research, Cornell University (NY, USA).
2000, Bachelors in Technology (Mechanical Engineering), Indian Institute of Technology Madras (INDIA).
PhD Thesis Advisor : Michael J. Toddand PhD Thesis: thesis.pdf Research and Publications
My main area of research is Optimization Models and Optimization Methodology.
I am currently working on
- Implementation of algorithms to solve Nonlinear Integer Programs in
the context of Portfolio Optimization problems.
- Reinforcement Learning algorithms to solve MDPs as well addressing models with
Optimization under uncertainty.
- Implementation of interior-point-methods that exploit decomposition techniques with
second-order information.
My research has broad interesection with problems from the fields of
Finance, Control Theory, Inventory Models and Economics.
Selected Publications:
- (w. William Cooper) Performance Guarantees for Empirical Markov Decision Processes with Applications to Multi-Period Inventory Models
(in review).
- (w. Fei Li) Decomposition Techniques for Interior-Point Methods to solve Block-Diagonal Linear Programs (working paper).
- (w. Pratyush Srivastava) Approximate Optimal Solutions to Portfolio Optimization Problems with fixed Transaction Costs (work in progress).
- (w. D. Mishra) Cost Sharing in a Job Scheduling Problem Using the Shapely Value,
Social Choice and Welfare (accepted 2006).
(pdf file)
- Polynomial Convergence of Infeasible-Interior-Point Methods over
Symmetric Cones,
SIAM J. Optimization, 16 (1211) 2006.
(pdf file)
- (w. M.J. Todd) Convergence of infeasible-interior-point methods for self-scaled
conic programming (Oct 2003, Technical Report TR1388, School of OR&IE, Cornell University).
(ps file)
Curriculum Vitae (pdf).
Teaching
- IE5531/MATH5711 : Fall 2009 : Engineering Optimization I/Linear and Combinatorial Optimization
- IE5112 : Fall 2009 : Introduction to Operations Research
- IE5080 : Spring 2008 : Topics in IE : Introductory Course in Discrete and Nonlinear Optimization
- IE5080 : Spring 2007 : Topics in IE : Introductory Course in Nonlinear Programming
- IE8534 : Spring 2006 : Topics in Nonlinear Optimization
- IE5531 : Fall 2005 : Engineering Optimization I
Other links:
talks/slides from ISyE Division Seminar
Division of Industrial and Systems Engineering |
Department of Mechanical Engineering |
Institute of Technology, University of Minnesota