Samid (Sam) Hoda
Tepper School of Business
Carnegie Mellon University
5000 Forbes Avenue
Pittsburgh, PA 15213
Office: Posner 240B
Office Number: 412-268-1323
Click to send email (turn off pop-up blocker)
Research
Interests:
- Optimization with specific interests in convex optimization and integer programming
- Constraint programming and integrated methods for optimization
- Computational finance
- Recent applications: equilibrium computation, scheduling and market clearing
Seminars and Conferences
Current:
Upcoming/Recent:
Previous:
- INFORMS 2008 - Washington, D.C., October 12-15, 2008
- Enterprise-Wide Optimization - Pittsburgh, Pennsylvania, March 11-12, 2008
- ICCOPT II & MOPTA2007 - Hamilton, Ontario, Canada, August 13-16, 2007
- AAAI 2007 - Vancouver, British Columbia, Canada, July 22-26, 2007
- INFORMS 2006 - Pittsburgh, Pennsylvania, November 5-8, 2006
Papers
- Andrew Gilpin, Samid Hoda, Javier Peña, Tuomas Sandholm. 2007. Gradient-based algorithms for finding Nash equilibria in extensive form games. 3rd International Workshop on Internet and Network Economics (WINE 2007), San Diego, CA.
- Ionut Aron, Latife Genç-Kaya, Iiro Harjunkoski, Samid Hoda, and J. N. Hooker, Optimal movement of factory cranes.(Submitted for publication in October 2008)
- Samid Hoda, Andrew Gilpin, and Javier Peña. 2007. A gradient-based approach for computing Nash equilibria of large sequential games. Available on Optimization Online.
Talks
- Samid Hoda, Andrew Gilpin, Javier Peña, Constructing "Nice" Prox Functions for Sets Arising from a Class of Multistage Optimization Problems, 20th International Symposium on Mathematical Programming 2009, Chicago, I.L.
- (Presented by Andrew Gilpin) Andrew Gilpin, Tuomas Sandholm, Javier Peña, Samid Hoda, Automated Abstraction and Equilibrium-finding Algorithms for Sequential Imperfect Information Games, 20th International Symposium on Mathematical Programming 2009, Chicago, I.L.
- (Presented by Javier Peña) Javier Peña, Samid Hoda, Andrew Gilpin, Tuomas Sandholm, On the Computation of Nash Equilibria of Sequential Games, 20th International Symposium on Mathematical Programming 2009, Chicago, I.L.
- (Presented by Javier Peña) Javier Peña, Andrew Gilpin, Samid Hoda, Tuomas Sandholm, Smoothing Techniques for the Computation of Nash Equilibria of Sequential Games, INFORMS Annual Meeting 2008, Washington D.C.
- Samid Hoda, Egon Balas, François Margot, Revisting the Constraint Activating Outer Polar Method for 0-1 Programming, INFORMS Annual Meeting 2008, Washington D.C.
- (Presented by Javier Peña) Javier Peña, Andrew Gilpin, Samid Hoda, Tuomas Sandholm, Smoothing Techniques for the Computation of Nash Equilibria of Sequential Games, INFORMS Annual Meeting 2008, Washington D.C.
- (Presented by Andrew Gilpin) Andrew Gilpin, Samid Hoda, Javier Peña, Tuomas Sandholm, Gradient-based algorithms for Nash equilibrium finding in huge sequential two-person zero-sum imperfect-information games, International Congress of the Game Theory Society (GAMES) 2008, Evanston, IL
- (Presented by Tuomas Sandholm) Tuomas Sandholm, Andrew Gilpin, T. Sørensen, Javier Peña, Samid Hoda,
Game-theory-based approaches to full-scale Heads-up Texas Hold'em
poker: Automated abstraction and scalable equilibrium-finding algorithms, International Congress of the Game Theory Society (GAMES) 2008, Evanston, IL
- (Presented by Javier Peña) Andrew Gilpin, Samid Hoda, Javier Peña, Tuomas Sandholm, Algorithms for computing Nash equilibria of large sequential games, Presented at the Workshop on Optimization at the Foundations of Computational Mathematics Conference (FoCM) 2008, Hong Kong
- (Presented by Andrew Gilpin) Andrew Gilpin, Samid Hoda, Javier Peña, Tuomas Sandholm, Gradient-based algorithms for finding Nash equilibria in extensive form games, International Conference on Game Theory 2008, Stony Brook University, NY
- Samid Hoda, Ben Peterson, John Hooker, Iiro Harjunkoski, Latife Genç Kaya, Optimal Crane Scheduling, Enterprise-Wide Optimization Annual Meeting 2008, Pittsburgh, PA
- (Presented by Andrew Gilpin) Andrew Gilpin, Samid Hoda, Javier Peña, Tuomas Sandholm, Gradient-based Algorithms for Finding Nash Equilibria in Extensive Form Games, INFORMS Annual Meeting 2007, Seattle, WA
- (Presented by Ben Peterson) Ben Peterson, Samid Hoda, John Hooker, Iiro Harjunkoski, Latife Genç Kaya, Optimal Crane Scheduling, INFORMS Annual Meeting 2007, Seattle, WA
- Samid Hoda, Andrew Gilpin, Javier Peña, Tuomas Sandholm, Computational Experience with a First-order Algorithm for Computing Nash Equilibria in Sequential Games, ICCOPT II/MOPTA 07, Hamilton, ON
- (Presented by Javier Peña), Javier Peñl;a, Samid Hoda, Andrew Gilpin, Tuomas Sandholm, Smoothing techniques for Nash equilibria computation of sequential games , ICCOPT II/MOPTA 07, Hamilton, ON
- Samid Hoda, Andrew Gilpin, Javier Peña, Tuomas Sandholm, Computing Equilibria Arising From Large Sequential Games, INFORMS Annual Meeting 2006, Pittsburgh, PA
- (Presented by David Levine) Tuomas Sandholm, David Levine, Subhash Suri, Yuri Smirnov, Rob Shields, Tom Kuhn, Samid Hoda, Andrew Fuqua, Bryan Bailey, Andrew Gilpin, David Parkes, Real-World Combinatorial Procurement Auctions, INFORMS Annual Meeting 2004, Denver, CO
- (Presented by David Levine) Tuomas Sandholm, Bryan Bailey, Andrew Fuqua, Andrew Gilpin, John Heitman, Samid Hoda, Tom Kuhn, David Levine, Rob Shields, Yuri Smirnov, Subhash Suri, Industrial Procurement Auctions with Expressive Competition, INFORMS Annual Meeting 2003, Atlanta, GA
Recent teaching
- Instructor for Mathematical Models for Consulting (70-460) (Summer 2008)
- TA for Mining Data for Decision Making (45-963) (Mini IV 2009)
- TA for Convex Polytopes (47-861) (Mini II 2008)
- TA for Dynamic Asset Management (45-908) (Mini II 2008)
- TA for Linear Programming (47-834) (Mini I 2008)
- TA for Optimization and Decision Making (45-760) (Mini I 2008, Mini I 2009)
- TA for Optimization for Risk Management and Hedging (46-730) (Summer 2007)
- TA for Operations Research Techniques for Consultants (45-860) (Mini IV 2007)
- TA for Probability and Decision Making (45-730) (Mini I 2006, Mini III 2007, Mini III 2008)
- TA for Sequencing and Scheduling (45-866) (Mini IV, 2008)
Last updated: September 8, 2009