Guanghui (George) Lan

Assistant Professor

Industrial & Systems Engineering Department

University of Florida, Gainesville, FL 32611

Office: 302 Weil Hall

Email: glan @ ise.ufl.edu

(to remove the blanks)

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Guanghui (George) Lan joined the ISE department at the University of Florida in Fall, 2009, after receiving

his Ph.D in Industrial & Systems Engineering from Georgia Institute of Technology in August 2009. Dr. Lan’s

current research interests lie in convex programming, stochastic optimization, statistical learning and their

applications in finance, bioinformatics and logistics. Working across these areas, his research has a common

goal, which is to enable system-wide optimal decisions in an uncertain, and possibly dynamic environment.

AWARDS and HONORS

• “Thanks a Teacher” Award (three times), Georgia Tech, Fall 2008
• INFORMS George Nicholson Prize Competition, second place, 2008
• INFORMS Computing Society Student Paper Award, winner, 2008

TEACHING

• ESI 6529 Digital Simulation Techniques, University of Florida, Fall 2009
• ISyE 3133A Engineering Optimization, Georgia Tech, Fall 2008

PUBLICATIONS

G. Lan and R.D.C. Monteiro, "Iteration-complexity of first-order augmented Lagrangian methods for

convex programming", submitted for publication, 2009.

G. Lan, "An optimal method for stochastic composite optimization", submitted for publication, 2008.

G. Lan, A. Nemirovski, and A. Shapiro, "Validation analysis of robust stochastic approximation method"
conditionally accepted by Mathematical Programming, 2008.

G. Lan and R.D.C. Monteiro, "Iteration complexity of first-order penalty methods for convex programming"
submitted for publication, 2008.

A. Nemirovski, A.Juditsky, G. Lan, and A. Shapiro, "Stochastic approximation approach to stochastic

programming", accepted by SIAM Journal on Optimization, 2007.

G. Lan, Z. Lu and R.D.C. Monteiro, "Primal-dual first-order methods with ${\cal O}(1/\epsilon)$ iteration

complexity for cone programming",  accepted by Mathematical Programming, 2007.

G. Lan, R.D.C. Monteiro and T. Tsuchiya,  "A polynomial predictor-corrector trust-region algorithm for

linear programming", SIAM Journal on Optimization 19 (2009) 1918-1946.

G. Lan, G. W. DePuy, and G. E. Whitehouse, "An effective and simple heuristic for the set covering problem"
European Journal of Operational Research 176 (2007), 1387-1403.

G. Lan and G. W. DePuy, "On the effectiveness of incorporating randomness and memory into a multi-start

metaheuristic with application to the Set Covering Problem ", Computer & Industrial Engineering 51 (2006),

362-374

Publications before 2003 (in Chinese)
1. X. Liu, X.,L.Ju,and G. Lan
"Alternative process planning systems based on the feature, resource and knowledge models",
Computer Aided Engineering 12 (2003), 7-11.
2. G. Lan, G. and L. Wang
"The decision-making strategies for integrating alternative processes planning with production scheduling",
Modern Manufacturing Engineering, 10 (2001), 24-26.
3.G. Lan, R. Qian, and T. Li
"The technology and implementation of transmitting video data over Internet",
Research on Computer Application, 18 (2000), 33-37.

RESEARCH SOFTWARE

1. SCPTool: An effective method for solving the set-covering problem (download).
2. PDFirst: A primal-dual first-order method for linear programming and semidefinite programming (download).
3. Stochapp: Stochastic approximation method for stochastic programming problems (download).