Cong Han Lim

Mathematical Optimizer working on Data Science & Operations Research.

profile

I am an ARC-TRIAD postdoc in the School of Industrial and Systems Engineering at Georgia Tech working with Shabbir Ahmed. I was previously in the optimization group at the Wisconsin Institute for Discovery @ UW-Madison working with Jeffrey Linderoth, James Luedtke, and Stephen Wright. I obtained my PhD in Computer Sciences at UW-Madison, and before that my BSc in Mathematics and Computer Science at University of Chicago.

My research focuses on algorithms for machine learning and operations research. This includes developing methods for regression problems, large-scale stochastic programming, routing problems, and problems involving permutations.

Papers

  • Parallelizing Subgradient Methods for the Lagrangian Dual in Stochastic Mixed-Integer Programming
    Cong Han Lim, Jeffrey Linderoth, James Luedtke, Stephen Wright
    In submission
  • Validating Sample Average Approximation Solutions with Negatively Dependent Batches
    Jiajie Chen, Cong Han Lim, Peter Qian, Jeffrey Linderoth, Stephen Wright
    In submission
  • An Efficient Pruning Algorithm for Robust Isotonic Regression
    Cong Han Lim
    NIPS 2018
  • A Distributed Quasi-Newton Algorithm for Empirical Risk Minimization with Nonsmooth Regularization
    Ching-Pei Lee, Cong Han Lim, Stephen Wright
    KDD 2018 / Journal version in preparation
  • A Note on Extended Formulations for Cardinality-based Sparsity
    Cong Han Lim
    NIPS Optimization for Machine Learning Workshop 2017
  • k-Support and Ordered Weighted Sparsity for Overlapping Groups - Hardness and Algorithms
    Cong Han Lim, Stephen Wright
    NIPS 2017
  • Valid Inequalities for Separable Concave Constraints with Indicator Variables
    Cong Han Lim, Jeff Linderoth, James Luedtke
    Mathematical Programming Series B 2017 / IPCO 2016
  • A Box-Constrained Approach for Hard Permutation Problems
    Cong Han Lim, Stephen Wright
    ICML 2016
  • Efficient Bregman Projections onto the Permutahedron and Related Polytopes
    Cong Han Lim, Stephen Wright
    AISTATS 2016 / Journal version in preparation
  • Sorting Network Relaxations for Vector Permutation Problems
    Cong Han Lim, Stephen Wright
    NIPS 2014
  • Other Stuff

    I did two summer internships during my PhD – working on DNA storage at Technicolor Research Bay Area in 2015 and ML pipelines at Facebook in 2012.

    A good chunk of my free time geeking out over films. In Chicago, check out Doc Films, Facets Cinematheque, Gene Siskel Film Center, and Music Box Theatre. In Madison, the UW Cinematheque has impeccable programming. Madison is also home to film theorists David Bordwell and Kristin Thompson, who have one of my favorite film blogs. If you want streaming sites that offer something a little different, try Filmstruck and Mubi.