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      Department of Systems Engineering and Engineering Management



                         The Chinese University of Hong Kong



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Date: Monday, April 14, 4:00 pm – 5:00 pm



Venue: ERB 513, The Chinese University of Hong Kong



Title: Can Inverse Optimization Compete with Neural Networks?



Speaker: Professor Peyman Mohajerin Esfahani, University of Toronto

and Delft University of Technology



Abstract:  We study a class of learning models known as inverse

optimization (IO), where the goal is to replicate the behaviors of a

decision-maker with an unknown objective function. We discuss recent

developments in IO concerning convex training losses and optimization

algorithms. The main message of this talk is that IO is a rich

learning model that can capture complex, potentially discontinuous

behaviors, while the training phase is still a convex program. We

motivate the discussion with applications from control (learning the

MPC control law), transportation (the 2021 Amazon Routing Problem

Challenge), and robotics (comparing with state-of-the-art methods in

MuJoCo environments).



Speaker Bio: Peyman Mohajerin Esfahani is an Associate Professor at

the University of Toronto and Delft University of Technology. He

joined TU Delft in October 2016, and prior to that, he held several

research appointments at EPFL, ETH Zurich, and MIT between 2014 and

2016. He received the BSc and MSc degrees from Sharif University of

Technology, Iran, and the PhD degree from ETH Zurich. He currently

serves as an associate editor of Mathematical Programming, Operations

Research, Transactions on Automatic Control, and Open Journal of

Mathematical Optimization. He was one of the three finalists for the

Young Researcher Prize in Continuous Optimization awarded by the

Mathematical Optimization Society in 2016, and a recipient of the 2016

George S. Axelby Outstanding Paper Award from the IEEE Control Systems

Society. He received the ERC Starting Grant and the INFORMS Frederick

W. Lanchester Prize in 2020. He is the recipient of the 2022 European

Control Award.



Email address of the speaker: P.MohajerinEsfahani@tudelft.nl