Photo of Necdet Serhat Aybat

Necdet Serhat Aybat

Associate Professor

Affiliation(s):

  • Industrial and Manufacturing Engineering

360 Leonhard Building

nsa10@psu.edu

814-867-1284

Personal or Departmental Website

Research Areas:

Operations Research

Interest Areas:

i) First Order Methods for Large-Scale Convex Optimization, ii) Compressive Sensing, iii) Matrix Rank Minimization, iv) Robust and Stable PCA, v) Distributed Algorithms.

 
 

 

Education

  • BS, Industrial Engineering, Bogazici University, 2003
  • MS, Industrial Engineering, Bogazici University, 2005
  • Ph D, Industrial Engineering and Operations Research, Columbia University, 2011
  • M Phil, Industrial Engineering and Operations Research, Columbia University, 2011

Publications

Books

  • Necdet S Aybat, 2016, Handbook of Robust Low Rank and Sparse Matrix Decomposition: Applications in Image and Video Processing, CRC Press, Taylor and Francis Group

Journal Articles

  • Erfan Yazdandoost and Necdet S Aybat, 2021, "A Decentralized Primal-Dual Method for Constrained Minimization of a Strongly Convex Function", IEEE Transaction on Automatic Control
  • Necdet S Aybat, Vinayak Shanbhag and Hesam Ahmadi, 2021, "On the Analysis of Inexact Augmented Lagrangian Schemes for Misspecified Conic Convex Programs", IEEE Transactions on Automatic Control
  • Erfan Yazdandoost and Necdet S Aybat, 2021, "A Primal-Dual Algorithm with Line Search for General Convex-Concave Saddle Point Problems", SIAM Journal on Optimization, 31, (2), pp. 1299-1329
  • Sam Davanloo Tajbakhsh, Necdet S Aybat and Enrique Del Castillo, 2020, "On the Theoretical Guarantees for Parameter Estimation of Gaussian Random Field Models: A Sparse Precision Matrix Approach", Journal of Machine Learning Research, 21, (217), pp. 1-41
  • Necdet S Aybat, Alireza Fallah, Mert Gurbuzbalaban and Asuman Ozdaglar, 2020, "Robust Accelerated Gradient Methods for Smooth Strongly Convex Functions", SIAM Journal on Optimization, 30, (1), pp. 717-751
  • Necdet S Aybat and Erfan Yazdandoost, 2019, "A Distributed ADMM-like Method for Resource Sharing over Time-varying Directed Networks", SIAM Journal on Optimization, 29, (4), pp. 3036–3068
  • Jingyao Wang, Mahmoud Ashour, Constantino M Lagoa, Necdet S Aybat and Hao Che, 2019, "A Distributed Traffic Allocation Algorithm for Non-concave Utility Maximization in Connectionless Networks", Automatica, 109
  • Mahmoud Ashour, Jingyao Wang, Necdet S Aybat, Constantino M Lagoa and Hao Che, 2019, "End-to-End Distributed Flow Control for Networks with Nonconcave Utilities", IEEE Transactions on Network Science and Engineering, 6, (3), pp. 303 - 313
  • Shiqian Ma and Necdet S Aybat, 2018, "Efficient Optimization Algorithms for Robust Principal Component Analysis and Its Variants", Proceedings of the IEEE, 106, (8), pp. 1411-1426
  • Sam Tajbakhsh, Necdet S Aybat and Enrique Del Castillo, 2018, "Generalized Sparse Precision Matrix Selection for Fitting Multivariate Gaussian Random Fields to Large Data Sets", Statistica Sinica, 28, (2), pp. 22
  • Necdet S Aybat, Zi Wang, Tianyi Lin and Shiqian Ma, 2018, "Distributed Linearized Alternating Direction Method of Multipliers for Composite Convex Consensus Optimization", IEEE Transaction on Automatic Control, 63, (1), pp. 5-20
  • Ashkan Jasour, Necdet S Aybat and Constantino M Lagoa, 2015, "Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets", SIAM Journal on Optimization, 25, (3), pp. 1411-1440
  • Necdet S Aybat and Garud Iyengar, 2015, "An Alternating Direction Method with Increasing Penalty for Stable Principal Component Pursuit", Computational Optimization and Applications, 61, (3), pp. 635-668
  • Necdet S Aybat, Donald Goldfarb and Shiqian Ma, 2014, "Efficient Algorithms for Robust and Stable Principal Component Pursuit Problems", Computational Optimization and Applications, 58, (1), pp. 1-29
  • Necdet S Aybat and Garud Iyengar, 2014, "A Unified Approach for Minimizing Composite Norms", Mathematical Programming, Series A, 144, (1), pp. 181-226
  • Necdet S Aybat and Garud Iyengar, 2012, "A First-Order Augmented Lagrangian Method for Compressed Sensing", SIAM Journal on Optimization, 22, (2), pp. 429-459
  • Necdet S Aybat and Garud Iyengar, 2011, "A First-Order Smoothed Penalty Method for Compressed Sensing", SIAM Journal on Optimization, 21, (1), pp. 287-313
  • Bugra Can, Mert Gurbuzbalaban, Necdet S Aybat, Saeed Soori and Maryam Mehri Dehnavi, , "Randomized Gossiping with Effective Resistance Weights: Performance Guarantees and Applications", IEEE Transactions on Control of Network Systems

Conference Proceedings

  • Mahmoud Ashour, Constantino M Lagoa and Necdet S Aybat, 2020, "Lp Quasi-norm Minimization", Proceedings of the 53rd Asilomar Conference on Signals, Systems and Computers, IEEE, pp. 726-730
  • Necdet S Aybat, Alireza Fallah, Mert Gurbuzbalaban and Asuman Ozdaglar, 2019, "A Universally Optimal Multistage Accelerated Stochastic Gradient Method", Advances in Neural Information Processing Systems (NeurIPS), Curran Associates, Inc., 32, pp. 8523-8534
  • Erfan Yazdandoost and Necdet S Aybat, 2017, "Multi-agent constrained optimization of a strongly convex function", Proceedings of the 2017 5th IEEE Global Conference on Signal and Information Processing (GlobalSIP), IEEE
  • Necdet S Aybat and Mert Gurbuzbalaban, 2017, "Decentralized Computation of Effective Resistances and Acceleration of Consensus Algorithms", Proceedings of the 2017 5th IEEE Global Conference on Signal and Information Processing (GlobalSIP), IEEE
  • Erfan Yazdandoost and Necdet S Aybat, 2017, "Multi-agent constrained optimization of a strongly convex function over time-varying directed networks", Proceedings of the 2017 55th Annual Allerton Conference on Communication, Control, and Computing (Allerton), IEEE, pp. 518-525
  • Mahmoud Ashour, Jingyao Wang, Constantino M Lagoa, Necdet S Aybat and Hao Che, 2017, "Non-concave network utility maximization: A distributed optimization approach", IEEE INFOCOM 2017 - the 36th Annual IEEE International Conference on Computer Communications, IEEE, pp. 1-9
  • Jingyao Wang, Mahmoud Ashour, Constantino M Lagoa, Necdet S Aybat and Hao Che, 2017, "Non-concave network utility maximization in connectionless networks: A fully distributed traffic allocation algorithm", The Proceedings of 2017 American Control Conference, IEEE, pp. 3980-3985
  • Necdet S Aybat and Erfan Yazdandoost, 2017, "Distributed primal-dual method for multi-agent sharing problem with conic constraints", Proceedings of the 50th Asilomar Conference on Signals, Systems and Computers, IEEE, pp. 777-782
  • Necdet S Aybat and Erfan Yazdandoost, 2016, "A Primal-Dual Method For Conic Constrained Distributed Optimization Problems", Advances in Neural Information Processing Systems 29 (NIPS), Curran Associates, Inc., pp. 5049-5057
  • Hesam Ahmadi, Necdet S Aybat and Vinayak Shanbhag, 2016, "On the Rate Analysis of Inexact Augmented Lagrangian Schemes for Convex Optimization Problems with Misspecified Constraints", Proceedings of American Control Conference (ACC), 2016, pp. 4841-4846
  • Necdet S Aybat, Sahar Zarmehri and Soundar R Tirupatikumara, 2015, "An ADMM Algorithm for Clustering Partially Observed Networks", Proceedings of the 2015 SIAM International Conference on Data Mining, pp. 460-468
  • Necdet S Aybat, Zi Wang and Garud Iyengar, 2015, "An Asynchronous Distributed Proximal Gradient Method for Composite Convex Optimization", Journal of Machine Learning Research (JMLR): W&CP -- Proceedings of the 32nd International Conference on Machine Learning, 37, pp. 2454-2462
  • Necdet S Aybat and Zi Wang, 2014, "A Parallel Method for Large Scale Convex Regression Problems", Proceedings of the 53rd IEEE Conference on Decision and Control (CDC), pp. 5710-5717
  • Necdet S Aybat, Sinem Daysal, Burcu Tan and Fulden Topaloglu, 2004, "Decision Making Tests with Different Variations of the Stock Management Game", Proceedings of the 22nd International Systems Dynamics Conference, Oxford

Research Projects

  • April 2021 - March 2024, "Collaborative Proposal: Robust Primal-Dual Algorithms for Saddle Point Problems with Applications to Multi-Agent Systems," (Sponsor: Office of Naval Research).
  • September 2016 - August 2020, "Decentralized Power Flow Optimization on Electricity Grids via Distributed Consensus Methods," (Sponsor: National Science Foundation).
  • July 2017 - March 2018, "Decentralized methods for multi-agent problems over networks," (Sponsor: U.S. Army Research Laboratory).
  • August 2014 - July 2018, "RESOLVING PARAMETRIC MISSPECIFICATION: JOINT SCHEMES FOR COMPUTATION AND LEARNING," (Sponsor: National Science Foundation).

Honors and Awards

  • The IEEE INFOCOM 2017 “Best-in-Session-Presentation” award, IEEE INFOCOM, May 2017
  • INFORMS Data Mining Best Student Paper Prize Finalist (as advisor), INFORMS Data Mining Section, November 2015

Service

Service to Penn State:

Service to External Organizations:

  • Organizing Conferences and Service on Conference Committees, Chairperson, Technical Session Organization, INFORMS Annual Meeting, March 2021 - October 2021
  • Organizing Conferences and Service on Conference Committees, Chairperson, Technical Session Organization, INFORMS Annual Meeting, March 2020 - October 2020
  • Organizing Conferences and Service on Conference Committees, Chairperson, Technical Session Organization, INFORMS Annual Meeting, March 2019 - October 2019
  • Organizing Conferences and Service on Conference Committees, Co-Organizer, Track Chair for Operations Research Track, 2019 IISE Conference, January 2019 - May 2019
  • Organizing Conferences and Service on Conference Committees, Co-Organizer, Nonlinear Optimization Cluster Organization, INFORMS Annual Meeting 2018, March 2018 - October 2018
  • Organizing Conferences and Service on Conference Committees, Organizer, Symposium Organization, IEEE Global Conference on Signal and Information Processing (GlobalSIP), November 26-29, 2018, March 2018 - November 2018
  • Organizing Conferences and Service on Conference Committees, Chairperson, Technical Session Organization, INFORMS Annual Meeting, March 2018 - October 2018
  • Organizing Conferences and Service on Conference Committees, Chairperson, Technical Session Organization, INFORMS Optimization Society Meeting 2018, November 2017 - March 2018
  • Organizing Conferences and Service on Conference Committees, Organizer, Symposium Organization, IEEE Global Conference on Signal and Information Processing (GlobalSIP), November 14-16, 2017, March 2017 - November 2017
  • Organizing Conferences and Service on Conference Committees, Co-Organizer, Nonlinear Optimization Cluster Organization, INFORMS Optimization Society Meeting 2018, March 2017 - March 2018
  • Organizing Conferences and Service on Conference Committees, Co-Organizer, Nonlinear Optimization Cluster Organization, INFORMS Annual Meeting 2017, March 2017 - October 2017
  • Participation in or Service to Professional and Learned Societies, Other, Vice Chair, Vice Chair of Nonlinear Optimization Section, INFORMS Optimization Society, November 2016 - November 2018
 


 

About

Home of the first established industrial engineering program in the world, the Harold and Inge Marcus Department of Industrial and Manufacturing Engineering (IME) at Penn State has made a name for itself in the engineering industry through its storied tradition of unparalleled excellence and innovation in research, education, and outreach.

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The Harold and Inge Marcus Department of
Industrial and Manufacturing Engineering

310 Leonhard Building

The Pennsylvania State University

University Park, PA 16802-4400

Phone: 814-865-7601

FAX: 814-863-4745