Groupe d’études et de recherche en analyse des décisions

Big data & mixed-integer (nonlinear) programming

Andrea Lodi Professeur titulaire, Département de mathématiques et de génie industriel, Polytechnique Montréal, Canada

In this talk I review a couple of applications on Big Data that I personally like and I try to explain my point of view as a Mathematical Optimizer -- especially concerned with discrete (integer) decisions -- on the subject. I advocate a tight integration of Data Mining, Machine Learning and Mathematical Optimization (among others) to deal with the challenges of decision-making in Data Science. Those challenges are the core of the mission of the Canada Excellence Research Chair in "Data Science for Real-time Decision Making" that I hold.