Michael Bürgisser

Responsabilities at IFOR

• PhD student
• Student advisor:
  If you have any questions about your studies concerning IFOR (lectures, term, bachelor or master project, etc), please do not hesitate to contact me.
• Assistant for lectures and student projects

Research Interests

• First-order methods in Semidefinite Programming
• Stochastic Programming
• Subgradient schemes in Machine Learning

Teaching

Master Theses

• Traffic Assignment Problem: The Stochastic User Equilibrium: by Mattia Bergomi, spring term 2009 (supervised with Michel Baes and Vania Eleuterio).
• Analysis of Subgradient Schemes for Minimizing the Conditional Value-at-Risk: by Viktor Sebes, spring term 2009 (supervised with Michel Baes).
• Dynamic Electricity Market Equlibra: Strategic Bidding and Production Constraints: by Alexander Rudyk, fall term 2008 (supervised with Max Fehr).

Bachelor Theses

• Management of Demand Time Uncertainty in Inventory Planning: by Nadja Ulrich, spring term 2011 (supervised with Apostolos Fertis).

Tutorial Assistance

• Mathematical Optimization, fall term 2010
• System Modeling and Optimization, fall term 2009
• Convex Optimization, spring term 2009
• System Modeling and Optimization, fall term 2008

Publications

• M. Baes, M. Bürgisser, A. Nemirovski: A randomized Mirror-Prox method for solving large-scale matrix saddle-point problems. Submitted to SIAM Journal on Optimization, December 2011.
• M. Baes, M. Bürgisser: Hedge Algorithm and Dual Averaging schemes. Submitted to MMOR, December 2011.
• M. Baes, M. Bürgisser: Hedge Algorithm and Subgradient Methods. IFOR Internal report, December 2009.
• M. Baes, M. Bürgisser: Smoothing techniques for solving semidefinite programs with many constraints. IFOR Internal report, October 2009.

Conference Talks

• Reconstruction and Extensions of the Hedge Algorithm in the Context of Subgradient Methods. Joint work with Michel Baes. OR 2011, Zurich, August 30 - September 2, 2011.
• Hedge Algorithm and Subgradient Methods. Joint work with Michel Baes. 3ème Cycle Romand de Recherche Opérationnelle, Zinal, January 16-20, 2011.
• Reconstruction and Extensions of the Hedge Algorithm in the Context of Subgradient Methods. Joint work with Michel Baes. Eighth Joint Operations Research Days, Fribourg, September 9-10, 2010.
• Smoothing Techniques for Solving Structured Semidefinite Programs. Joint work with Michel Baes. EURO XXIV Conference, Lisbon, July 11-14, 2010.
• AdaBoost - Nothing Else Than a Mirror Descent Algorithm? Joint work with Michel Baes. INFORMS Annual Meeting, San Diego, October 11-14, 2009.
• A Fresh View on Multiplicative Weights Update Method. Joint work with Michel Baes. EURO XXIII Conference, Bonn, July 6-8, 2009.