Title: Introduction to Optimization using Python
The workshop will begin with Amit Agarwal from Sabre giving a talk on "Airline business problems that are solved using large-scale optimization methods". This will set the stage on how Optimization methods are used in industry. A short bio of Amit:
Amit has over 7 years’ experience in developing and managing optimization based solutions and consulting services. He is passionate about applying OR techniques to real world problems and an expert in solving large scale optimization problems in the transportation industry. Prior to joining Sabre, Amit worked as AVP Rail Projects at Optym, USA where he built several optimization based solutions for trucking, logistics, mining and railroad industries. He has a Bachelors’ degree in Mechanical Engineering from Indian Institute of Technology, Madras and a Masters’ degree in Operations Research from UNC, Chapel Hill, USA.
How does a pool-rideshare work? Why no two people pay the same price for a flight? For food delivery business, what is the order to deliver food? For a courier company, how to stuff boxes in the cargo? Which model parameters to select in my machine learning model?
What's the underlying theme? Optimization.
Highly-constrained, large-dimensional, and non-linear optimizations are found at the root of most of today's forefront problems in statistics, quantitative finance, risk, operations research, materials design, and other predictive sciences. The abundance of parallel computing resources has stimulated a shift away from using reduced models to solve statistical and predictive problems, and toward more direct methods for solving high-dimensional nonlinear optimization problems.
This tutorial will introduce modern tools for solving optimization problems -- beginning with traditional methods, and extending to solving high-dimensional non-convex optimization problems with highly nonlinear constraints. We will start by introducing the cost function, and it's use in local and global optimization. We will then address how to monitor and diagnose your optimization convergence and results, tune your optimizer, and utilize compound termination conditions. We will use a case-study based approach.
This will be a hands-on session. No background is assumed.
Please install the requirements prior to the workshop. The repository for the workshop has instructions.
- Bargava Subramanian is a senior data scientist at Cisco Systems, India.
- Goda is an optimization expert and works at Sabre.
There will be wi-fi available at the venue
10 am to 4 pm
Sabre Travel technologies Pvt Ltd, 6th Floor Innovator Building, ITPB, Whitefield Main Road, Bangalore
Entry into ITPL:
- Attendees can collect gate pass at gate 1 or gate 2 by showing any government id (PAN card, driver’s license, passport).
- Please make sure that you collect the ID before leaving ITPL.
- There is a paid parking facility available at MLCP (diagonally opposite to TCS). Please park your cars there.
- Please note that yellow plated vehicles will not be allowed through gate 1 and 2.
- Anyone coming in a taxi should get their gate pass at gate 2 and enter ITPL through gate 3.
- RSVP will be opened 7 days prior to the event.
- PyDelhi is looking for speaker, interested people can be submit proposals https://cfp.pydelhi.org/pydelhi-conference-2016/proposals/. ;