About me
I am a Ph.D. candidate in the School of Operations Research and Information Engineering at Cornell University. My Ph.D. advisor is Professor Shane G. Henderson.
Research interests
My research area is simulation optimization. In general, I'm interested how modeling problems as a simulation optimization problem instead of a noise-free deterministic optimization can benefit the decision-maker, as well as developing effective and efficient algorithms one can use.
More specifically, my thesis is composed of two parts. On the pratical side, I am working with the Citibike group at Cornell to optimize the bike and dock allocations across about 7k bikes and 380 bike stations in NYC, so that the customer happiness can be improved. On the theoretical side, I am trying to determine whether a function is convex or not, given its noisy observations on a few points in the search space. I have come up with a sequential algorithm that can estimate the posterior probability of the function being convex using Monte Carlo methods, and some variance reduction techniques.
Education
Degree | Year | University |
---|---|---|
Ph.D. (ORIE) | Exp. 2017 | Cornell University, USA |
B.Sci. (Industrial and Systems Engineering) | 2012 | University of Wisconsin - Madison, USA |
Publications
- N. Jian, S. R. Hunter, and S. G. Henderson. (2014)
Sequential Detection of Convexity from Noisy Function Evaluations [pdf] [slides]
Proceedings of the 2014 Winter Simulation Conference.
- N. Jian and S. G. Henderson. (2015)
An Introduction to Simulation Optimization [pdf] [slides]
Proceedings of the 2015 Winter Simulation Conference.
Presentations
- Winter Simulation Conference, Huntington Beach, California, Dec 2015. [slides]
- INFORMS Annual Meeting, Philadelphia, Pennsylvania, Nov 2015. [slides]
- Winter Simulation Conference, Savannah, Georgia, Dec 2014. [slides]
- INFORMS Annual Meeting, San Francisco, California, Nov 2014. [slides]
Teaching
Course | Year | Role |
---|---|---|
ENGRD 2700: Basic Engineering Probability and Statistics | Summer 2015 | Instructor |
ORIE 4580/5580/5581: Simulation Modeling and Analysis | Fall 2015 | TA |
ORIE 4820: Spreadsheet Modeling | Spring 2015 | TA |
SysEngr 5200: System Architecture, Behavior, and Optimization, Evaluation | Fall 2014 | TA |
ORIE 5100: Design of Manufacturing Systems | Fall 2013 | TA |
ORIE 3310/5310: Optimization II | Spring 2013 | TA |
Miscellanea
- Winter Simulation Conference
-
Rogo Puzzle - A Price-collecting TSP
from my undergraduate years