Industrial Engineering and Operations Research
Garud Iyengar’s research is focused on understanding uncertain systems and exploiting available information using data-driven control and optimization algorithms. He and his students have explored applications in many diverse fields, such as machine learning, systemic risk, asset management, operations management, sports analytics, and biology.
- Chair, industrial engineering and operations research, Columbia University, 2013–
- Professor, IEOR Department, Columbia University, 2010–
- Associate Professor, IEOR Department, Columbia University, 2006-10
- Assistant Professor, IEOR Department, Columbia University, 1998-2006
- Institute for Operations Research and Management Sciences (INFORMS)
- Institute for Electrical and Electronics Engineers (IEEE)
- CAREER Award, National Science Foundation, 2000
- President’s Gold Medal, Indian Institute of Technology, Kanpur, 1993
- Y. Chen, R. Iyengar, and G. Iyengar. Modeling Multimodal Continuous Heterogeneity in Conjoint Analysis—A Sparse Learning Approach. Marketing Science 36(1):140-156. 2017.
- M. Haugh, G. Iyengar, C. Wang. Tax-Aware Dynamic Asset Allocation. Operations Research 64(4):849-866. 2016.
- M. Oh, S. Keshri, G. Iyengar. Graphical Model for Baskeball Match Simulation. Proceedings of the 9th Annual MIT Sloan Sports Analytics Conference. 2015.
- G. Iyengar and M. Rao. A cellular solution to an information-processing problem. PNAS. 111(34): 12402–12407. 2014.
- C. Chen, G. Iyengar, C. C. Moallemi. An Axiomatic Approach to Systemic Risk. Management Science 59(6):1373-1388. 2013.
- N. S. Aybat and G. Iyengar. A first-order augmented Lagrangian method for compressed sensing SIAM J. Optim., 22(2), 429–459. 2012.
- Kumar and G. Iyengar. Optimal procurement mechanisms for divisible goods with capacitated suppliers. Rev. Econ. Design 12:129–154. 2008.
- D. Bienstock and G. Iyengar. Approximating fractional packing and covering in O(1/epsilon) iterations. SIAM J. Comput. 35(4), 825–854. 2006.
- E. Erdogan and G. Iyengar. Ambiguous chance constrained problems and robust optimization. Math. Program., Ser. B 107, 37–61. 2006.
- G. Iyengar. Robust Dynamic Programming. Math. Oper. Res. 30(2):257-280. 2005.
- D. Goldfarb and G. Iyengar. Robust Portfolio Selection Problems. Math. Oper. Res. 28(1):1-38. 2003.