Published Books

The book introduces asymptotic methods, including queueing networks in heavy traffic, outlines the use of optimization in queueing networks, and presents Markov chains and processes, Brownian motion, and more.

The book provides a unified, insightful, and original treatment of robust and adaptive optimization.

The book provides an original treatment of machine learning (ML) using convex, robust and mixed integer optimization that leads to solutions to central ML problems at large scale that can be found in seconds/minutes, can be certified to be optimal in minutes/hours, and outperform classical heuristic approaches in out-of-sample experiments.

The Analytics Edge provides a unified, insightful, modern and entertaining treatment of analytics. The book covers the science of using data to build models, improve decisions, and ultimately add value to institutions and individuals. Most of the chapters start with a real world problem and data set, then describe how analytics has provided an edge in addressing that particular problem.

The book is a modern and unified introduction to linear optimization (linear programming, network flows and integer programming) at the PhD level. It covers, in addition to the classical material, all the recent developments in the field in the last ten years including the development of interior points, large scale optimization models and algorithms and complexity of linear optimization. It emphasizes the underlying geometry, intuition and applications of large scale systems.

This book represents a departure from existing textbooks. Rather than covering methodology, the book introduces decision support systems through real world applications, and uses spreadsheets to model and solve problems. It uses management science techniques (statistics, simulation, probabilistic modeling and optimization), but only as tools to facilitate problem solving.

The purpose of this book is to provide a unified, insightful, and modern treatment of the theory of integer optimization with an eye towards the future. We have selected those topics that we feel have influenced the current state of the art and most importantly we feel will affect the future of the field. We depart from earlier treatments of integer optimization by placing significant emphasis on strong formulations, duality, algebra and most importantly geometry.