# Ilker Birbil

## Home

I have been a faculty member in Erasmus University Rotterdam at the Econometric Institute since 2018. I am serving as an endowed professor for the Chair in Data Science and Optimization.

In the past, I worked as a faculty member in Sabancı University, Industrial Engineering Program for 14 years. And a long long time ago, after receiving my B.S. and M.S. degrees in Turkey, I stayed in US for almost three years for my Ph.D. study. Right after that, I worked as a post-doctoral research fellow in Holland for two years.

My research interests are parallel and distributed optimization in machine learning, algorithm development for large-scale optimization problems, data science, revenue management, stochastic dynamic programming. Lately, I am very much interested in data privacy in decision making.

I am married to Pınar Yolum. We have two kids, Poyraz (born 2007) and Güneş (born 2010).

Pınar and I are keeping a blog about the academic life in Turkey (in Turkish). There, I write about writing papers, preparing project proposals, supervising students and how to stay sane in the university.

With two of my friends, we have also founded a website, where we share our notes on data science. There, I have recently prepared an online video lecture on machine learning in Turkish.

I also write articles for newspapers and magazines:

And here is my contact information:

Econometric Institute
Erasmus School of Economics
Erasmus University Rotterdam
3000 DR Rotterdam, The Netherlands
T +31 10 408 1364
E birbil[at]ese.eur.nl
W personal.eur.nl/birbil

## Publications

### Journal Papers

#### Operations Management and Data Science

Reassessment and monitoring of loan applications with machine learning, with Z. Boz, D. Günneç and M. K. Öztürk, submitted.

Development of a decision support system using data analytics for customer churn prediction for an online retailer, with B. Yüceoğlu and I. Öztürk, submitted.

Decomposition methods for solving dynamic programming problems in hotel revenue management, with N. Aydın, submitted.

Managing disruptions in the multi-depot vehicle scheduling Problem, with E. Uçar and İ. Muter, to appear in Transportation Research Part B, (2017).

Delayed purchase options in single-leg revenue management, with N. Aydın and H. Topaloğlu, Transportation Science, online first. (DOI)

A network airline revenue management framework based on decomposition by origins and destinations, with J. B. G. Frenk, J. Gromicho and S. Zhang, Transportation Science, 48(3), 313-333, 2013. (DOI)

Single-leg airline revenue management with overbooking, with N. Aydın, J. B. G. Frenk and N. Noyan, Transportation Science, 47(4), 560-583, 2013. (DOI)

Solving a robust airline crew pairing problem with column generation, with İ. Muter, K. Bülbül, G. Şahin, H. Yenigün, D. Ta\c{s} and D. Tüzün, Computers and Operations Research, 40(3), 815-830, (2013). (DOI)

Tractable open loop policies for joint overbooking and capacity control over a single flight leg with multiple fare classes, with J. B. G. Frenk, N. Noyan and H. Topaloğlu, Transportation Science, 46(4), 460-481, (2012). (DOI)

The role of robust optimization in single-leg airline revenue management, with J. B. G. Frenk, J. Gromicho and S. Zhang, Management Science, 55(1), 148-163, (2009). (DOI)

Robust crew pairing for managing extra flights, H. Tekiner and K. Bülbül, Computers and Operations Research, 36(6), 2031-2048, (2009). (DOI)

#### Nonlinear Programming

HAMSI: Distributed incremental optimization algorithm using quadratic approximations for partially separable problems, with U. Şimşekli, H. Koptagel, F. Öztoprak, A. T. Cemgil, submitted. (arXiv.org)

Concurrent search algorithms for unconstrained optimization, with F. Öztoprak, submitted.

An alternative globalization strategy for unconstrained optimization, with F. Öztoprak, to appear in Optimization, (2017).

A symmetric rank-one quasi-Newton method using negative curvature directions, with F. Öztoprak, Optimization Methods and Software, 26(3), 455-486, (2011). (DOI)

An elementary proof of the Fritz-John and Karush-Kuhn-Tucker conditions in nonlinear programming, with J. B. G. Frenk and G.J. Still, European Journal of Operational Research, 180(1), 479-484, (2007). (DOI)

Solving a variational inequality problem with domain defined by infinitely many linear constraints, with S.-C. Fang S-Y. Wu, Computational Optimization and Applications, 37(1), 67-81, (2007). (DOI)

Solving stochastic mathematical programs with complementarity constraints using simulation, with G. Gürkan and O. Listeş, Mathematics of Operations Research, 31(4), 739-760, (2006). (DOI)

Equilibrium constrained optimization problems, with G. Bouza, J. B. G. Frenk and G. J. Still, European Journal of Operational Research, 169(3), 1108-1127, (2006). (DOI)

Recursive approximation of the high dimensional $$max$$ function, with S.-C. Fang, J. B. G. Frenk and S. Zhang, Operations Research Letters, 33(5), 450-458, (2005). (DOI)

On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problem, with S.-C. Fang, J. Han and Z. Huang, Journal of Global Optimization, 33(3), 369-391, (2005). (DOI)

An entropic regularization approach for mathematical programs with equilibrium constraints, with S.-C.Fang and J. Han, Computers and Operations Research, 31(13), 2249-2262, (2004). (DOI)

#### Global Optimization

A fixing and parallelization strategy for global optimization, with F. Öztoprak, K. Kaya, K. Öztürk, submitted.

Multiagent cooperation for solving global optimization problems: An extendible framework with example cooperation strategies, with F.B. Aydemir, A. Günay, F. Öztoprak and P. Yolum, Journal of Global Optimization, 57(2), 499-519, (2013). (DOI)

Solving the sum-of-ratios problem by a stochastic search algorithm, with W.-Y. Wu and R.-L. Sheu, Journal of Global Optimization, 42(1), 91-109, (2008). (DOI)

An electromagnetism-like mechanism for global optimization, with S.-C.Fang, Journal of Global Optimization, 25(3), 263-282, (2003). (DOI)

On the convergence of a population based global optimization algorithm, with S.-C.Fang and R.-L. Sheu, Journal of Global Optimization, 30(2), 301-318, (2004). (DOI)

FRACTOP: A geometric partitioning meta-heuristic for global optimization, with M. Demirhan, L. Özdamar, and L. Helvacıoglu, Journal of Global Optimization, 14(4), 415-436, (1999). (DOI)

#### Linear Programming and Combinatorial Optimization

Mathematical programming models based on hub covers in graph query processing, B. Yelbay, K. Bülbül, submitted.

Benders decomposition and column-and-row generation for solving large-scale linear programs with column-dependent-rows, with İ. Muter and K. Bülbül, European Journal of Operational Research, 264(1), 29-45, (2018). (DOI)

Approximating the minimum hub cover problem on planar graphs, with B. Yelbay, K. Bülbül and H. Jamil, Optimization Letters, 10(1), 33-45, (2016). (DOI)

The set covering problem revisited: An empirical study of the value of dual information, with B. Yelbay and K. Bülbül, Journal of Industrial and Management Optimization, 11(2), 575-594, (2015). (DOI)

Simultaneous column-and-row generation for large-scale linear programs with column-dependent-rows, with İ. Muter and K. Bülbül, Mathematical Programming Ser. A, 142(1-2), 47-82, (2013). (DOI)

A note on "A LP-Based Heuristic for a Time-Constrained Routing Problem," with İ. Muter, K. Bülbül and G. Şahin, European Journal of Operational Research, 221(2), 306-307, (2012). (DOI)

Combination of meta-heuristic and exact algorithms for solving set covering-type optimization problems, with İ. Muter and G. Şahin, INFORMS Journal on Computing, 22(4), 603-619, (2010). (DOI)

#### Production Planning and Control

On EOQ cost models with arbitrary purchase and transportation costs, with K. Bülbül, J. B. G. Frenk and H.M. Mulder, Journal of Industrial and Management Optimization, 11(4), (2015). (DOI)

A deterministic inventory/production model with general inventory cost rate function and concave production costs, with Z.P.Bayındır and J. B. G. Frenk, European Journal of Operational Research, 179(1), 114-123, (2007). (DOI)

The joint replenishment problem with variable production costs , with Z.P.Bayındır and J. B. G. Frenk, European Journal of Operational Research, 175(1), 622-640, (2006). (DOI)

New results for the capacitated lot sizing problem with overtime decisions and setup times, with L. Özdamar and M.-C. Portmann, Production Planning and Control, 13(1), 2-10, (2002). (DOI)

A hierarchical planning system for energy intensive production environments, with L. Özdamar, International Journal of Production Economics, 58(2), 115-129, (1999). (DOI)

Hybrid heuristics for the capacitated lot sizing and loading problem with setup times and overtime decisions, with L. Özdamar, European Journal of Operational Research, 110(3), 525-547 (1998). (DOI)

A hierarchical decision support system for production planning (with case study), with L. Özdamar and M. A. Bozyel, European Journal of Operational Research, 104(3), 403-422, (1998). (DOI)

#### Miscellaneous

Dispersion with connectivity in wireless mesh networks, with B. Yüceoğlu and Ö. Gürbüz, to appear in Journal of Industrial and Management Optimization, (2017).

Using emission functions in modeling environmentally sustainable traffic assignment policies, with O.İ. Kolak, O. Feyzioğlu, N. Noyan and S. Yalçındağ, Journal of Industrial and Management Optimization, 9(2), 341-363, (2013). (DOI)

Client-contractor bargaining on net present value in the context of a project with limited resources, with N. Kavlak, G. Ulusoy and F.S. Şerifoğlu, Naval Research Logistics, 56(2), 93-112, (2009). (DOI)

### Proceedings and Technical Reports

Parallelized preconditioned-model-building algorithm for matrix factorization, with K. Kaya, M. K. Öztürk, A. Gohari, The Third International Conference on Ma- chine learning, Optimization and Big Data – MOD 2017, Volterra, Italy, (2017).

Parallel stochastic gradient Markov chain Monte Carlo for matrix factorization models, with U. Şimşekli, H. Koptagel, H. Güldaş A. T. Cemgil, F. Öztoprak, (2014) (arXiv.org)

Parallel and distributed inference in coupled tensor factorization models, with U. Şimşekli, B. Ermiş, F. Öztoprak, A. T. Cemgil, Workshop on Distributed Machine Learning and Matrix Computations, in Neural Information Processing Systems Conference (NIPS), Montréal, Quebec, Canada, (2014). (Proceeding) (Supplementary)

A mixed integer linear programming formulation for the sparse recovery problem in compressed sensing, with N. B. Karahanoğlu, H. Erdoğan, IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP 2013), USA: IEEE, 5870-5874, (2013). (Proceeding)

Multicriteria sustainability evaluation of transport networks for selected European countries, with O. İ. Kolak, D. Akın, O. Feyzioğlu and N. Noyan, World Congress on Engineering 2011 (WCE 2011), London, UK, (2011). (Proceeding)

Column generation approaches to a robust airline crew pairing model for managing extra flights, with E. Çoban, D. Taç, İ. Muter, K. Bülbül, G. Şahin, Y. İ. Topçu, D. Tüzün and H. Yenigün, International Conference on Operations Research 2008, University of Augsburg, Germany, (2008). (Technical Report)

Implementation of a fixing strategy and parallelization in a recent global optimization method, with F. Öztoprak, EURO Mini Conference on Continuous Optimization and Knowledge-Based Technologies (EurOPT-2008), Neringa, Lithuania, (2008). (Technical Report)

MANGO: A MultiAgent ENvironment for Global Optimization, with L. Kerçelli, A. Sezer, F. Öztoprak and P. Yolum, 1st International Workshop on Optimization in Multiagent Systems (OPTMAS), in 7th International Joint Conference on Autonomous Agents and Multi-Agent Systems (AAMAS'08), Estoril, Portugal, (2008). (Proceeding)

Optimizing waste collection in an organized industrial region: A case study, with T.G. Martagan, G. Ertek, M. Yaşar, A. Çakır, N. Okur, G. Güllü, A. Hacıoğlu and O. Sevim, 4th International Logistics and Supply Chain Congress, Izmir, Turkey, (2006). (Technical Report)

Application of the cutting stock problem to a construction company: A case study, with S. Alp and G. Ertek, The 5th International Symposium On Intelligent Manufacturing Systems, Sakarya, Turkey, (2006). (Technical Report)

Application of local search methods for solving a quadratic assignment problem: A case study, with G. Ertek, B. Aksu, M. C. İkikat and C. Yıldırmaz, 35th International Conference on Computers and Industrial Engineering, Istanbul, Turkey, (2005). (Technical Report)

Client-contractor bargaining on net present value in the context of a project with limited resources, with N. Kavlak, G. Ulusoy, F.S. \c{S}erifo\u{g}lu, 35th International Conference on Computers and Industrial Engineering, Istanbul, Turkey, (2005). (Technical Report)

Solving stochastic mathematical programs with complementarity constraints using simulation: An application in toll pricing, with G. Gürkan and O. Listeş, 2004 Winter Simulation Conference (WSC '04), Washington, DC, USA, (2004). (INFORMS)

A multi-point stochastic search method for global optimization, with S.-C. Fang, The 4th International Symposium on Operations Research and Its Applications - ISORA 2002, (2002).

A new heuristic for global optimization, with S.-C. Fang, International Workshop on Intelligent Systems Resolutions, 8th Bellman Continuum, (2000).

A hybrid genetic algorithm for the capacitated lot sizing and loading problem, with L. Özdamar, Conference on Industrial Engineering and Production Management - IEPM'97, Lyon, France, (1997).

A fractal partitioning algorithm (with fuzzy measures) for optimization, with M. Demirhan and L. Özdamar, EUFIT ‘97 - 5th European Congress on Intelligent Techniques and Soft Computing, Aachen, Germany, (1997).

Teknolojik değişim ve Türkiye, N.E. Kongar ve F.G. Günay ile birlikte, Yöneylem Araştırması ve Endüstri Mühendisliği 17. Ulusal Kongresi, İstanbul, Türkiye, (1996).

### Books and Chapters

Risk Measures and Their Applications in Asset Management, with J. B. G. Frenk, B. Kaynar, N. Noyan, Chapter 15 in The VaR Implementation Handbook: Financial Risk and Applications in Asset Management, Measurement, and Modeling, Ed. G. N. Gregoriou, McGraw-Hill, New York, (2009). (www.amazon.com)

Client-Contractor Bargaining Problem: In The Context of Multi-Mode Project Scheduling with Limited Resources, with N. Kavlak, G. Ulusoy, F.S. Şerifoğlu, VDM Verlag, (2009). (www.amazon.com)

A Global Optimization Method for Solving Fuzzy Relation Equations, with O. Feyzioğlu, Fuzzy Sets and Systems - IFSA 2003, 10th International Fuzzy Systems Association World Congress Istanbul, Turkey - Proceedings, Eds. T. Bilgiç, B.D. Baets and O. Kaynak, Lecture Notes in Computer Science 2715, 718-724, Springer (2003). (DOI)

Solving Global Optimization Problems using MANGO, with A. Günay, F. Öztoprak and P. Yolum, in Agent and Multi-Agent Systems: Technologies and Applications, Third KES International Symposium, KES-AMSTA 2009, Uppsala, Sweden - Proceedings, Eds. R. Goebel, J. Siekmann and W. Wahlster, Lecture Notes in Computer Science 5559, 783–792 Springer, (2009). (DOI)

### Other

Erdoğan: Less European but More Islamist, with K. Çalışkan (2014)

Twitter Millet Meclisinin Sürpriz Siyaseti, with A. T. Cemgil and K. Çalışkan (2013)

## Projects

Decision Support Tools for Furniture Supply Chain Management (1999-2002)
North Carolina State University, Raleigh, NC USA
Research Assistant

Mathematical Programs with Equilibrium Constraints for Network Economics (2002-2004)
Erasmus University Rotterdam, Holland
Postdoctoral Research Fellow

Decision Support Tools for Waste Management (2007-2009)
Istanbul Metropolitan Municipality, Turkey
Principal Investigator

Robust Airline Crew Pairing: Models, Solution Approaches and Applications (2007-2010)
The Scientific and Technological Research Council of Turkey
Principal Investigator

MANGO: Multi-Agent Environment for Global Optimization (2008-2011)
The Scientific and Technological Research Council of Turkey
Principal Investigator

Developing Trafffic Assignment Optimization Models and Solution Methods for Establishing Sustainable Urban Transportation Policies (2009-2012)
The Scientific and Technological Research Council of Turkey

Advanced Parallel Optimization Algorithms for Big Data Analysis Using Machine Learning (2013-present)
The Scientific and Technological Research Council of Turkey
Principal Investigator

Solving Optimization Problems with Separable Convex Objective Functions Arising in Electricity Transmission Networks by Column and Row Generation (2013-2016)
The Scientific and Technological Research Council of Turkey
Principal Investigator
European Cooperation in The Field of Scientific and Technical Research (COST) Action TD1207: Mathematical Optimization in The Decision Support Systems for Efficient and Robust Energy Networks

Parallel and Distributed Markov Chain Monte Carlo for Bayesian Inference in Matrix and Abstract Tensor Factorization Model
Joint project with France Telecom ParisTech (France) and Boğaziçi University (Turkey)
The Scientific and Technological Research Council of Turkey
Researcher

## Software & Data Sets

PMBSolve: An optimization solver for unconstrained differentiable problems.

HAMSI: Hessian approximated multiple subsets iteration algorithm for matrix fac- torization.

EM-Optimizer: A Python implementation of the Electromagnetism-like Mechanism for global optimization (by M. K. Öztürk).

SUMAG: Data sets and scripts for the academic collaboration network of Turkey (by S. Aydın).

## Students

### Ph.D.

Dr. İbrahim Muter, Sabancı University (2011)
Thesis Title: Large-scale Linear Programs with Column-Dependent-Rows
Current Position: University of Bath, UK

Dr. Figen Öztoprak, Sabancı University (2011)
Thesis Title: Parallel Algorithms for Nonlinear Optimization
Current Position: Bilgi University, Turkey

Dr. Nurşen Aydın, Sabancı University (2014)
Thesis Title: New Capacity Allocation Policies in Revenue Management
Current Position: Warwick University, UK

Dr. Belma Yelbay, Sabancı University (2014)
Thesis Title: Minimum Hub Cover Problem: Algorithms and Applications
Current Position: Hitit Computer Systems, Turkey
Jointly supervised with K. Bülbül

### M.Sc.

Paula Boswinkel, Erasmus University Rotterdam (2003)
Thesis Title: Traffic Assignment Problems
Jointly supervised with A. Wagelmans

Esra Dervişoğlu Toprak, Sabancı University, (2005)
Thesis Title: Fuzzy Linear Programming - Review and Implementation
Jointly supervised with K. Kılıç

Bahar Kaynar, Sabancı University (2006)
Thesis Title: Application of a General Risk Management Model to Portfolio Problems with Elliptical Distributions

Hatice Tekiner, Sabancı University (2006)
Thesis Title: Robust Crew Pairing for Managing Extra Flights

Ahmet Esat Hızır, Sabancı University (2006)
Thesis Title: Using Emission Functions in Mathematical Programming Models for Sustainable Urban Transportation - An Application in Bilevel Optimization

Duygu Taş, Sabancı University (2008)
Thesis Title: Pricing in Column Generation for a Robust Airline Crew Pairing Problem
Jointly supervised with K. Bülbül

Elvin Çoban, Sabancı University (2008)
Thesis Title: Column Generation Approaches to a Robust Airline Crew Pairing Model for Managing Extra Flights
Jointly supervised with K. Bülbül

Nurşen Aydın, Sabancı University (2009)
Thesis Title: New Models for Single–Leg Airline Revenue Management with Overbooking, No-Shows and Cancellations
Jointly supervised with N. Noyan

Belma Yelbay, Sabancı University (2010)
Thesis Title: Primal-dual Heuristics for Solving the Set Covering Problem
Jointly supervised with K. Bülbül

Nimet Aksoy, Sabancı University (2010)
Thesis Title: Pricing by Local Search in Column Generation for the Airline Crew Pairing Problem
Jointly supervised with K. Bülbül

Ezgi Yıldız, Sabancı University (2011)
Thesis Title: An Approach to Robust Vehicle Scheduling

Deniz Beşik, Sabancı University (2014)
Thesis Title: Solving Large-Scale Electricity Transmission Network Problems

Aybike Ulusan, Sabancı University (2014)
Thesis Title: Column-Generation Algorithms for Airline Network Revenue Management Problems

Amir Emami Gohari, Sabancı University (2016)
Thesis Title: Parallel Implementations for Solving Matrix Factorization Problems With Optimization
Jointly supervised with K. Kaya

Zeynep Boz, Sabancı University (2017)
Thesis Title: Reassessment and Monitoring of Loan Applications with Machine Learning
Jointly supervised with D. Günneç

Soner Aydın, Sabancı University (2017)
Thesis Title: Link Prediction Models for Recommendation in Academic Collaboration Network of Turkey
Jointly supervised with K. Kaya

## Teaching

ENS 208 - Introduction to Industrial Engineering

IE 301 - Deterministic Models in Operations Research

IE 305 - Simulation

IE 405 - Decision Analysis

IE 411 - Modeling and Analysis of Large Systems

IE 425 - Computational Operations Research

PROJ 102 - Freshman Projects

PROJ 302 -Summer Training Projects

DA 501 - Introduction to Data Analytics

IE 501 - Linear Programming and Extensions

IE 503 - Stochastic Processes

IE 509 - Nonlinear Programming

IE 581-1 - Revenue Management

IE 581-2 - Optimization for Big Data

IE 606 - Large Scale Optimization

IE 680 - Inventory Control

## Services

### Professional Activities

Guest Editor for special issue of Pacific Journal of Optimization (2016)

Associate Editor for Journal of Industrial Management Optimization (2006-2016)

Advisor for Engineering Research Group (industrial engineering section) of The Scientific and Technological Research Council of Turkey (2009-2010)

### Conference Service

Semi-plenary speaker of the talk "Optimization Problems in Machine Learning," YAEM 2017, 37th National Congress on Operations Research and Industrial Engineering, Istanbul, Turkey

Program chair, INFORMS Revenue Management and Pricing Section Conference 2014, Istanbul, Turkey

Program committee member for YAEM 2014, 34th National Congress on Operations Research and Industrial Engineering, Bursa, Turkey

Scientific program committee member, 9th International Conference on Optimization: Techniques and Applications (ICOTA-9) 2013, Taipei, Taiwan

Program committee member for YAEM 2013, 33rd National Congress on Operations Research and Industrial Engineering, Istanbul, Turkey

Scientific program committee member, International Conference on Applied and Computational Mathematics (ICACM) 2012, Ankara, Turkey

Organizing committee member for YAEM 2010, 30th National Congress on Operations Research and Industrial Engineering, Istanbul, Turkey

Invited session chair for 23rd European Conference on Operational Research (2009), Bonn, Germany

Invited session chair for INFORMS International Hong Kong 2006, China

Session chair for YAEM 2015, 35th National Congress on Operations Research and Industrial Engineering, Ankara, Turkey

Session chair for YAEM 2010, 30th National Congress on Operations Research and Industrial Engineering, Istanbul, Turkey

Session chair for YAEM 2009, 29th National Congress on Operations Research and Industrial Engineering, Ankara, Turkey

Session chair for YAEM 2008, 28th National Congress on Operations Research and Industrial Engineering, Istanbul, Turkey

Session chair for YAEM 2006, 26th National Congress on Operations Research and Industrial Engineering, Istanbul, Turkey

Session chair for International Conference on Computers and Industrial Engineering (2005), Istanbul, Turkey

### University Service

Center of Excellence in Gender and Women's Studies, Sabancı University, Board Member (2016-present)

Center of Excellence in Data Analytics, Sabancı University, Board Member (2016-present)

One of the founders of Data Analytics Program at Sabancı University (2014)

Contributor to the "Purple Certificate Program" of Gender and Women’s Studies Forum at Sabancı University (2013 & 2015)

Faculty Committee, member (2015-present)

IE Program, coordinator (2012-2014)

Discipline Committee, member (2013-2014)

Curriculum Committee, member (2005-2011)

Information Center Committee, member (2005-2011)

### Civic Involvement

One of the organizers of Summer school on Data Science - Machine Learning Mathematical Foundations and Case Studies (2017).

One of the organizers of two Summer schools on Mathematical Foundations of Machine Learning (2016 & 2017)

## Awards

Sabancı University Teaching Award

Sabancı University Teaching Award

Sabancı University Teaching Award