Post Job Free
Sign in

Engineering Computer Science

Location:
Cary, NC
Posted:
December 10, 2012

Contact this candidate

Resume:

Matthew V. Galati

SAS Campus Drive, Cary, NC ****3 http://coral.ie.lehigh.edu/~magh

O ce: 919-***-****, Fax: 919-***-**** *******.******@***.***

Research Interests

Large-scale discrete-optimization; mathematical programming and polyhedral theory; decomposition meth-

ods for integer programming; optimization software development. Application areas include logistics, inven-

tory management and nancial portfolio optimization.

Education

Lehigh University Bethlehem, PA

Ph.D. Candidate (ABD) in Industrial and Systems Engineering (ISE).

Area of Research: Operations Research and Applied Statistics

Expected Completion: November 2007, GPA: 3.78/4.00

Thesis: Decomposition in Integer Programming

Advisor: Professor Ted Ralphs

Development of a theoretical and computational framework (DECOMP) for incorporating dynamic cut

generation into traditional decomposition methods (Dantzig-Wolfe, Lagrangian Relaxation) for integer pro-

gramming. Presentation of a new paradigm for separation called Decompose and Cut, which takes advantage

of the fact that separation of a solution to a combinatorial relaxation is often much easier than separation

of an arbitrary real vector. DECOMP provides a generic framework for doing separation using these ideas.

Masters of Science in Industrial and Systems Engineering. January 2000

Area of Research: Operations Research and Applied Statistics

Thesis: Parallel Replacement Analysis and Utilization Scheduling Via Geometric Programming

Advisor: Professor Joseph Hartman

Modeled the decisions associated with scheduling the replacement and asset utilization of capital equipment.

Previous work considers replacement decisions given a xed utilization schedule. This work considers variable

utilization simultaneously and provides a computational study using a geometric programming model.

Stetson University Deland, FL

Bachelor of Science in Mathematics. Cum Laude. May 1998

Minors: Computer Science, Business Administration

Overall GPA: 3.68/4.00 Major GPA: 3.74/4.00

Senior Thesis: Sur ng The Ring An Exploration Into Ring Theory Using Mathematica

Development of a computer package in Mathematica for teaching several topics in abstract algebra including

ring theory, equivalence classes, binary operations and algebraic structures.

Research and Professional Experience

SAS Institute, Advanced Analytics Cary, NC

Optimization Interface Lead Operations Research R&D (March 2007 Present)

Lead architect and manager of Optimization Interface Team which develops and supports advanced

uses of SAS/OR products by various user communities including: customers, the analytical consulting

division, SAS solutions developers and internal SAS products.

Responsible for architectural and implementation issues related to the integration of SAS/OR products

in various frameworks and clients (including distributed systems and grid environments).

In charge of ensuring that future product roadmaps and user expectations are in line with development

plans and priorities determined with Development and Product Management.

Responsible for the generation and presentation of educational materials for advanced uses of SAS/OR.

Founder and organizer of three distinct seminar streams:

OR R&D: this series is dedicated to cutting edge research techniques,

OR Virtual Team (OR Track): focused on consulting engagements and customer deployment,

OR Virtual Team (Tech Track): focused on educational materials and best practices.

Continued responsibility as member of development team for SAS/OR optimization tools, speci cally:

linear mixed integer programming (OPTMILP),

graph theory, network ow and combinatorial optimizers (OPTGRAPH),

pack- t optimization solution for retail industry.

SAS Institute, Advanced Analytics Cary, NC

Optimization Developer Operations Research R&D (April 2004 January 2007)

Member of research and development team responsible for SAS/OR core optimization tools and busi-

ness intelligence solutions.

Responsibilities include:

the development of a general linear mixed integer programming solver (OPTMILP), specializing

in cutting plane technologies, and polyhedral theory,

development and architecture of a new suite of algorithms (OPTGRAPH) for solving graph theory,

network ow and combinatorial optimization problems,

optimization specialist working directly with analytical consulting division on various projects

including those in the retail and government logistics sector,

application-speci c solutions development including projects in retail sector (pack- t solution).

Administrative duties include:

LP/MILP progress meeting chair,

distributed (cluster) hardware and software steering and management,

OPTMILP testing, benchmarking, and performance analysis,

web services (cvs/svn repository, wiki) administration.

IBM Corporation, Service Parts Solutions Mechanicsburg, PA

Operations Research Analyst / Developer - Neighborhood Project (May 1999 April 2004)

Managed a research group on the modeling and implementation of Neighborhood, an inventory man-

agement tool for optimizing IBM s parts supply chain. Collaborative research e ort between IBM

Service Parts Solutions, IBM TJ Watson Research Lab and Lehigh University.

Early design phase tasks completed:

development of a prototype geometric programming model using Matlab,

design of a linear mixed-integer programming (MIP) model using AMPL.

Speci c software development tasks completed:

production-level code (C++) for data transfer and model construction for large-scale MIP to

interface to optimization libraries in OSL using PVM on a multi-processor RISC running AIX,

various shell scripts for validation and statistical analysis using: Bash, Perl, Awk and Python.

Lehigh University, Industrial and Systems Engineering Bethlehem, PA

Research Assistant (May 1998 April 2004)

Modeling and development of a decision support system for dynamic routing at Transcontinental

Refrigerated Lines, Inc. Software development tasks completed (1999):

front-end GUI for dispatchers including mapping utilities (Visual Basic),

heuristic dynamic assignment algorithm for system optimization (C

Development of an online teaching aid for undergraduate engineering students The Business Game.

Software development tasks completed: game simulation (C client/server interface (HTML, PHP,

JavaScript) and maintenance of web server (Apache). Current courses using the game: Production

and Inventory Control and Integrated Business Engineering Honors Program Lab (1999 Present).

Creation of computational laboratory exercises for a new course: Algorithms in Systems Engineering.

Additional duties included weekly lab administration, grading and student advising (2002).

Teaching assistant and grader for graduate-level course: Advanced Mathematical Programming (2003).

Established a new university-wide seminar series focused on various topics in optimization. Organized

weekly sessions with speakers from several local universities and research labs (2002 2004).

Organized and taught a series of labs on using the suite of optimization software tools from COIN-OR

(Computational Infrastructure for Operations Research). Created and maintained a tutorial website

based on the lab exercises (2002 2003).

Member: Search Committee for the Dean of Engineering (2000), Thompson International Investment

Portfolio (2001) and Manufacturing Logistics Institute (1998 - 2004).

Ecole Polytechnique F d ral de Lausanne, Math matiques Switzerland

ee e

Research Assistant Galenica Pharmaceutical (January 2002 June 2002)

Modeled the logistics network at Galenica as a time and capacity constrained routing problem using a

linear integer programming formulation. Implementation of a parallel branch cut and price algorithm

(C++) using the suite of open-source optimization software tools from COIN-OR (Computational

Interface for Operations Research).

Technical Skills

In-depth knowledge of computing environments Win (98, 00, NT, XP), Unix (Linux, IRIX, AIX).

Extensive software development in C and C++. Programming experience with SAS, Awk, Perl, Java,

Visual Basic, Pascal, Fortran and Python. Web server administration (Apache/Linux); client/server

design using HTML, PHP and JavaScript.

Pro cient with a wide range of commercial and public domain software for mathematical modeling

(AMPL), numerical analysis (Mathematica, Maple, Matlab), optimization (CPLEX, OSL, COIN-OR,

SAS/OR), code pro ling (Valgrind, Quantify, Purify) version control systems (CVS, SVN, Microsoft

SourceSafe), parallel computing (PVM, MPI), grid computing (Condor), graph theory (Graphviz,

Boost/Graph) and discrete event simulation (Arena).

Honors and Awards

Co-author on two patent proposals related to Distributed Linear Programming (at SAS, 2007).

Lehigh Engineering Ingenuity Award for Graduate Research and Scholarship (2004)

Industrial and Systems Engineering Department Award Graduate Student of the Year (2003)

Integrated Graduate Education and Research Training Fellowship (IGERT). NSF doctoral fellowship in

Global Manufacturing Logistics between Lehigh University and The Wharton School at the University

of Pennsylvania (2000 2003)

PC Rossin Engineering Fellowship (2000 2003)

Lehigh University Research Assistantship (1998 2000, 2003)

National Team COMAP/INFORMS Math Modeling Contest 1998 Outstanding Meritorious

Stetson University Academic Merit Scholarship (1994 1998)

Mathematics Department Award Outstanding Achievement in Mathematics 1995, 1996, 1997, 1998

Emmet S. Ashcraft Award Outstanding Math/Computer Science Major 1997

Trans American Athletic Conference All-Academic Team 1996

National Honors Societies: Phi Eta Sigma, Omicron Delta Kappa, Mortar Board (1994 1998)

Coursework

Graduate

Operations Research: Advanced Operations Research, Mathematical Modeling in Manufacturing

Logistics, Data Dependent Systems, Discrete Event Simulation, Replacement Analysis, Advanced

Mathematical Programming, Applied Stochastic Processes, Production Engineering, Integer Program-

ming, Nonlinear Programming, Networks and Graphs, Computation in Operations Research, Quan-

titative Models in Supply Chain Management, Readings in Mathematical Programming, Readings in

Discrete Optimization, Stochastic Programming, Queuing Systems.

Finance: Derivative Securities Markets, International Financial Markets and Investments

Computer Science: Design and Analysis of Algorithms

Economics: Game Theory

Related Undergraduate

Mathematics: Calculus II-III, Linear Algebra I-II, Multivariate Calculus, Logic and Proof, Abstract

Algebra I-II, Mathematical Modeling and Computer Simulation, Real Analysis I-II, Numerical Analysis,

Probability, Di erential Equations, Statistics, Topology, Operations Research, Physics, Chemistry

Computer Science: Computer Science I-II, Discrete Structures, Data Structures, Computer Orga-

nization

Business/Finance: Investments, Business Finance, Business Statistics, Financial Accounting, Man-

agerial Accounting, Management, Marketing, Microeconomics, Macroeconomics

Refereed Publications

T. Ralphs, M. Galati, Decomposition and Dynamic Cut Generation in Integer Programming, Math-

ematical Programming, V106-2, 261-285, 2006.

T. Ralphs, M. Galati Decomposition in Integer Programming, book chapter in Integer Programming:

Theory and Practice, CRC Press 2005.

J. Hartman, M. Galati, A Revised Business Game for Use in Teaching Engineering Economy or Op-

erations Management, American Society of Engineering Education (ASEE) Conference Proceedings,

Session 1339, 2000.

A. Richardson, M. Galati, J. Fay, Grade In ation - A Systematic Approach to Fair Achievement,

Journal of Undergraduate Mathematics and Its Applications, V19, 315-322, 1998.

Other Publications

T. Ralphs, M. Galati, Decomposition in Integer Programming, Lehigh University - Technical Report

04T-010, October 2004.

M. Galati AAP BP: A COIN/BCP Branch and Price Example Lehigh University - Technical Report,

November 2003.

T. Ralphs, M. Galati, Decomposition and Dynamic Cut Generation in Integer Programming, Lehigh

University - Technical Report 03T-005, July 2003.

M. Galati, Galexis Distribution Problem, Ecole Polytechnique F d rale de Lausanne - Technical

ee

Report RO2002.0508, May 2002.

G. Wilson, Y. Erke, C. Ma, M. Booth, E. Kelton, E. Kutanoglu, M. Galati, T. Hammaker, G. Pomper,

Neighborhood, The Next Generation Service Delivery Methodology, IBM Product Support Services

and Logistics Systems - Technical Report, October 1999.

Presentations

M. Galati, T. Ralphs, DECOMP: A Framework for Decomposition in Integer Programming

INFORMS Annual Conference (invited), Seattle, WA, October 2007.

INFORMS Annual Conference (invited), Pittsburgh, PA, November 2006.

The International Symposium on Mathematical Programming (invited), Federal University of Rio

de Janeiro, Rio de Janerio, Brazil, August 2006.

INFORMS Annual Conference (invited), San Francisco, CA, November 2005.

INFORMS Computing Society Conference (invited), Baltimore, MD, January 2005.

INFORMS Annual Conference (invited), Denver, CO, October 2004.

CORS/INFORMS Joint International Conference (invited), Ban, Alberta, Canada, May 2004.

M. Galati, Aggregation and Mixed Integer Rounding to Solve MILPs, CORAL Optimization Seminar

Series, Lehigh University (invited), Bethlehem, PA, July 2005.

M. Galati, T. Ralphs, Decomposition and Dynamic Cut Generation in Integer Programming

The International Symposium on Mathematical Programming (invited), The Technical University

of Denmark, Copenhagen, Denmark, August 2003.

Operations Research Days Joint Meeting IBM Research and The Swiss Operations Research

Society (invited), Ecole Polytechnique F d rale de Lausanne, Switzerland, July 2003.

ee

M. Galati, T. Ralphs, Decomposition-based Methods for Large-scale Discrete Optimization,

INFORMS Annual Conference, San Jose, CA, November 2002.

ROSO Seminar Series Ecole Polytechnique F d rale de Lausanne (invited), Switzerland, April

ee

2002.

M. Galati, Logistics at Galenica Pharmaceutical, ISE Seminar Series, Lehigh University (invited),

Bethlehem, PA, September 2002.

M. Galati, T. Ralphs, J. Hartman, Valid Inequalities for the Cable Trench Problem, INFORMS

Annual Conference, Miami Beach, FL, November 2001.

M. Galati, An Introduction to Operations Research, Mathematics/Computer Science Department

Colloquium Series (invited), Stetson University, Deland, FL, October 2001.

R. Storer, J. Hartman, M. Galati, S. Avci, A Real-Time Dispatching Problem in the Trucking Indus-

try, INFORMS Annual Conference (invited), San Antonio, TX, November 2000.

G. Wilson, S. Avci, M. Galati, F. Barahona, Inventory Neighborhoods: A Time Sensitive Service Parts

Stocking Approach, INFORMS Annual Conference (invited), San Antonio, TX, November 2000.

J. Hartman, M. Galati, A Revised Business Game for Use in Teaching Engineering Economy or

Operations Management, ASEE Annual Conference and Exposition, St. Louis, MO, June 2000.

M. Galati, J. Hartman, Replacement Modeling Via Geometric Programming, IIE Annual Conference,

Cleveland, OH, May 2000.

M. Galati, E. Friedman, Predicting the Dow Jones Industrial Average, MAA Florida Section, Talla-

hassee, FL, February 1997.

Professional Activities

Publication Referee Annals of Operations Research

COR@L Computational Optimization Research at Lehigh (2004 Present)

COIN-OR Computational Infrastructure for Operations Research - Full member (2003 - Present)

MPS - Mathematical Programming Society (2002 - Present)

Session Organizer and Chair (ISMP 2006)

INFORMS Institute for Operations Research and the Management Science (1998 - Present)

Computing Society (2003 Present)

Optimization Society (2003 Present)

Session Organizer and Chair (Informs 2006/2007, Informs-Opt 2008)

SIAM Society of Industrial and Applied Mathematics (1998 - Present)

MAA Mathematical Association of America (1994 - 2003)

NAIC National Association of Investors Corporation (1999 - 2003)

IAFE The International Association of Financial Engineers (2000 2003)

GARP Global Association of Risk Professionals (2000 2003)

IIE Institute for Industrial Engineers (2000 2004)

Society of Actuaries Passed Preliminary Exam 1 (1999)

Founder and president of Investment Club 906 (1998 Present)

References

Details Available Upon Request

Radhika Kulkarni SAS Institute *******.********@***.***

Manoj Chari SAS Institute *****.*****@***.***

Mark Booth IBM Service Parts Solutions ******@**.***.***

Gardner Pomper Network Now *******@**********.***

Ted Ralphs Lehigh University ISE ****@******.***

Je Linderoth University of Wisconsin IE *********@****.***

Joseph Hartman University of Florida IE hartman@ise.u .edu

George Wilson Lehigh University ISE ****@******.***

Selcuk Avci MarketRx - *****@********.***

Erich Friedman Stetson University Mathematics ********@*******.***

Margie Hale Stetson University Mathematics *****@*******.***



Contact this candidate