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This is a continuation of my blog article “I am a lucky guy (II)" earlier written by the workshop organizers (three former students and now esteemed colleagues) named below.

Workshop of
Stochastic Simulation Optimization for Discrete Event Systems – Perturbation Analysis, Ordinal Optimization, and Beyond

The 9^th IEEE Conference on Automation Science and Engineering (IEEE CASE 2013)

Discrete event systems (DES) have become pervasive in our daily life. Examples include but are not restricted to manufacturing, telecommunication, supply chain, transportation, healthcare, call center, and finance systems. Stochastic simulation is a powerful modeling and software tool for analyzing these modern complex systems. Optimization involving millions or even billions of decision variables and constraints has become possible with the advent of modern computing. The combination of these two successful paradigms, called Stochastic Simulation Optimization, has become dramatically powerful for DES. However, computational efficiency is still a big concern because i) in the optimization process, many alternative designs need  to be simulated; ii) to obtain a sound statistical estimate, a large number of simulation runs (replications) is required for each design alternative. A user may be forced to compromise on simulation accuracy, modeling accuracy, and the optimality of the selected design.

There have been several approaches developed to address this efficiency issue. Among the developments, perturbation analysis (PA) and ordinal optimization (OO) are two important techniques launched and developed by Professor Y.-C. Ho and his team. Over the years, the topics have continued to spawn a wealth of ideas and to generate enormous practical and theoretical interest.

Professor Ho is turning 80 in a few months, which is a big event according to Chinese tradition. Some of his former students who are very active in the automation, control, and systems community felt compelled to organize a workshop dedicated to him. This workshop presents basic ideas, important fundamentals, and the state-of-the-art, and discusses some of the future research directions in both PA and OO. Moreover, there are many “lessons to be learned” (especially for younger researchers) on how research should be conducted and how fundamental problems in emerging areas should be analyzed, something Professor Ho has taught many of us with his unique perspective on the interplay between theory and applications.

The workshop is organized by (Samuel) Qing-Shan Jia (Tsinghua University), Chun-Hung Chen (George Mason University & National Taiwan University), Loo Hay Lee (National University of Singapore), and Xiaohong Guan (Tsinghua University & Xi’an Jiaotong University). Prof. Leyuan Shi (University of Wisconsin Madison), who is the general chair of CASE 2013 and also a former student of Prof. Ho gave great support to this workshop. More than 40 researchers attended the whole day event. The list of presentations is shown in the following.

l  Christos G. Cassandras and Yorai Wardi, The IPA Calculus for Hybrid Systems

l  Xiaolan Xie, Simulation-based Optimization of Failure-prone Continuous Flow Lines

l  Li Xia and Xi-Ren Cao, Perturbation Analysis, Dynamic Programming, and Beyond

l  Peter Luh, A Synergistic Combination of Surrogate Lagrangian Relaxation and Branch-and-Cut for MIP Problems in Power Systems

l  Xiaohong Guan, Efficient and Low Carbon Energy Production by Optimization and Control Methodologies

l  QingShan Jia, Qianchuan Zhao, Xiaohong Guan, Mike Yang, Ordinal Optimization: Theory and Applications

l  Loo Hay Lee and Chun-Hung Chen, Optimal Computing Budget Allocation Framework

l  Weiwei Chen and Leyuan Shi, Nested Partitions

l  Weibo Gong, From Sample Path Analysis to a Theory of Intelligence.

A book with the same title of this workshop, i.e., “Stochastic Simulation Optimization for Discrete Event Systems – Perturbation Analysis, Ordinal Optimization, and Beyond”, has just been published by World Scientific to celebrate Prof. Ho’s 80^th birthday. This book reviews the state of the art in perturbation analysis and ordinal optimization, and discusses the beyond. More details of the book can be found in http://www.worldscientific.com/worldscibooks/10.1142/8827 and http://www.amazon.com/dp/9814513008/ref=rdr_ext_tmb

After the workshop, the attendees took a dinner cruise over the beautiful lake and threw a celebration party. A luxurious dinner with lobsters was served under a quiet and beautiful moon. A nice birthday cake was presented. Prof. Ho made a wish and blow out the candle. Leyuan, Weibo, and Xiaohong went on the stage and shared with us the interesting stories in old days, which just reminded almost everyone of us how much we have benefited from Prof. Ho, both in academic research and in personal lives. Chun-Hung, Loo Hay, and Qing-Shan then presented a special version of the aforementioned red book as a gift to Prof. Ho. This special version contains the signatures and blessing words of all the attendees. What a wonderful day!

Workshop Audience

Before boarding the cruise

(from left to right, Prof.Ho, Leyuan Shi, Mrs. Ho)

On the cruise

(from left to right, Prof. Ho, Mrs. Ho,Leyuan Shi, Xiaohong Guan)

Viewing sunset on the cruise

(front Prof. Ho and Mrs.Ho, back Qing-Shan Jia and Loo Hay Lee)

The Birthday Cake

                                   Weibo Gong giving a speech

Xiaohong Guan is giving a speech.

On the left,Chun-Hung Chen is going to present the red book as a gift to Prof. Ho on behalfof all the organizers.

An overview of the scene.