Mengdi Wang, Department of Operations Research and Financial Engineering, Princeton University (10:30am-11:30am, Thursday January 7, 2016) Room N510, Shunde Building-Department of Industrial Engineering, Tsinghua University

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The bachelors's degree in Industrial Engineering at Tsinghua requires 170 credits totally, which include: spring & fall courses 142 credits, summer practicum 13 credits, and thesis project 15 credits. The 170 credits constitution is: General

The Master of Science degree in Industrial Engineering is offered to all students who finish the Industrial Engineering program usually in 2 years. Besides the required Master's thesis, the Industrial Engineering program requires 30 credits, con

The Philosophy of Doctor degree in Industrial Engineering is offered to all students who finish the Industrial Engineering program in at least 3 to 5 years.

PEOThe current PEO is:Employ industrial engineering theories, and analytical and management skills for incre
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Introduction Institute of Operations Research and Data Science Institute of System Operation and Digital Management Institute of Human Factors and Human-System Interaction Research Centers IE Laboratories

The Department of Industrial Engineering is devoted to solving efficiency, quality, cost and safety problems in industrial and service systems. The challenges in contemporary society are mostly complicated system problems, such as management of global production networks, establishment of efficient public healthcare systems, construction of traffic and transport systems and their operation networ

We apply state-of-the-art decision science and statistics knowledge to the development of the Chinese economy. To be specific, we use data-driven decision...

Human Factor and Ergonomics studies the correlations and interactions between human, tool, machine and environment in system, and promote the total productivity of human-machine system as well as people's health, security and the quality of life.

The research centers at the department are platforms for the collaboration and communication between the department and industries. They serve through research, technology transfer, management consulting, and continuous education & training. Below ar

The IE department has four laboratories: Human Factors Engineering Lab (HFEL), Logistics Engineering Lab (LEL), Production Engineering Lab (PEL), and Computing and Simulation Lab (CSL).
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Academic Faculty Research Staff Advisory Board Honorary Professors Guest Professors Distinguished Visiting Professors Lab Engineers Post Doctorates

The department is well structured by a team of 30 highly qualified faculty members, including 7 full professors, 17 associate professors, and 6 assistant professors. The founding chaired professor and department head is Dr. Gavriel Salvendy, who is a prof

Dr. Gavriel Salvendy Chair of the Review Board
University Distinguished Professor
University of Central Florida,and President Academy of Science, Engineering and Medicine of Florida
Member of National Academy of Engineering, US

Dr Hubertus ChristPresident of VDI ( Verein Deutscher Ingenieure,Germany)Time of appointment: 2002-2008Mr. Tome LeamonVi

Professor David W. Coit, Professor Uday Kumar, Professor Ting Li

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The department has one associate chair as the department-level student advisory board director. The board has an undergraduate branch and a graduate branch. Each branch is formed by class advisors, class assistants, student union, Youth League, and Scienc The IE department has eight undergraduate classes (each grade has two classes of about 70 students). Also we have two faculty members as the advisors for the freshmen, two for the sophomores, one for the juniors, and o

The students are required to participate in extracurricular activities in order to prepare themselves with not only knowledge in IE, but also Teamwork and interpersonal skills, Leadership, and Social responsibilities. The university-level student advisor
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Undergraduate Program Master's Program Ph.D. Program

The Bachelor program requires 173 credits, consisting of 136 credits in spring/fall semesters, 4 credits in senior projects, 18 credits in summer practice and military training, and 15 credits of a final thesis. The courses are classified into five catego

International programs have been initiated since 2001 including the Tsinghua-Aachen joint master program and Tsinghua-Gatech exchange program. And a two-year, professional-orientated Master's program in Management Science and Engineering (Global Manufactu

The doctoral degree program usually lasts 3 to 5 years. Students with Master's degree usually spend 3 to 4 years. The program has 22 credits consisting of 13 credits of core courses, and 5 credits of research requirements. Students without an IE related M

Mengdi Wang, Department of Operations Research and Financial Engineering, Princeton University (10:30am-11:30am, Thursday January 7, 2016) Room N510, Shunde Building 2016.01.08

【Time】10:30am-11:30am, Thursday January 7, 2016

【Venue】North 510, Shunde Building

【Title】Some Topics in Stochastic First-Order Methods and Beyond

【Speaker】Mengdi Wang, Department of Operations Research and Financial Engineering, Princeton University

【Host】Dr. Kaibo Wang

【Abstract】We review some recent advances in stochastic gradient descent method and its variants, with an emphasis on data-intensive applications. More specifically, we discuss issues such as theoretical complexity and constraint randomization. We illustrate applications of SGD in statistical estimation and machine learning, and discuss some open theoretical questions.

【Bio】Mengdi Wang is an assistant professor at Department of Operations Research and Financial Engineering, Princeton University. Mengdi Wang is interested in stochastic optimization that involves uncertainty or hidden information, with an emphasis on optimization in machine learning and dynamic programming.

All interested are welcome!

Department of Industrial Engineering, Tsinghua University
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E-mail：ieoffice@tsinghua.edu.cn
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