Large-scale Ranking and Selection in Parallel Computing Environments

                 Department of Systems Engineering and Engineering Management
                              The Chinese University of Hong Kong
Date: Friday, October 24, 2014 - 16:30 - 17:30
Speaker: Prof. Barry L. Nelson, Walter P. Murphy Professor, Department of Industrial Engineering & Management Sciences, Northwestern University.
Title: Large-scale Ranking and Selection in Parallel Computing Environments
Ranking-and-selection (R&S) procedures find the best from a finite set of simulated alternatives with a statistical guarantee of correct selection.  The availability of inexpensive parallel computing, such as multi-core personal computers and many-core servers, is turning many simulation optimization problems into ranking-and-selection (R&S) problems because we can afford to simulate all of the (perhaps tens of thousands of) alternatives. However, most R&S procedures were designed to be implemented on a single processor, and, as we demonstrate, naïve application in a parallel environment can make them invalid. We propose two types of fully sequential procedures for use in parallel computing environments: a vector-filling procedure and an asymptotically valid parallel sequential procedure. Numerical experiments show that the proposed procedures can take advantage of multiple parallel processors and solve large-scale R&S problems.(* This is joint work with Jun Luo, Jeff Hong and Yang Wu.)
Barry L. Nelson is the Walter P. Murphy Professor and Chair of the Department of Industrial Engineering and Management Sciences at Northwestern University, and a Distinguished Visiting Scholar at Lancaster University in England. After receiving his Ph.D. in Industrial Engineering from Purdue University in 1983, he spent eleven years on the faculty of Ohio State before moving to Northwestern in 1995.
Nelson has published over 100 research papers and three books, including Discrete-Event System Simulation (5th edition, Prentice Hall, 2010) which has been adopted by over 60 universities, and Foundations and Methods of Stochastic Simulation: A First Course (Springer, 2013). He is a Fellow of the Institute for Operations Research and the Management Sciences (INFORMS) and the Institute of Industrial Engineers (IIE). His teaching has been acknowledged by a Northwestern University Alumni Association Excellence in Teaching Award, a McCormick School of Engineering & Applied Science Teacher of the Year Award, and the IIE Operations Research Division Award for Excellence in the Teaching of Operations Research.  
Nelson has been invited to give plenary talks and lectures all over the world, including his Omega Rho Distinguished Lecture in 2011 which can be viewed here:
Detailed information, including a complete resume, may be found at his Northwestern web site
Everyone is welcome to attend the talk!
Venue: Room 513,
       William M.W. Mong Engineering Building (ERB),
       (Engineering Building Complex Phase 2)
       The Chinese University of Hong Kong.
The talk will be hosted by:
Prof. Prof. Lingfei Li,
Department of Systems Engineering and Engineering Management,
The Chinese University of Hong Kong,
Telephone Number: (852) 3943-8329
SEEM-5201 Website:
Friday, October 24, 2014 - 08:30 to 09:30