Polyhedral Stochastic Integer Programming

Event Details
  • Date/Time:
    • Wednesday September 16, 2009
      11:00 am - 12:00 pm
  • Location: Executive classroom
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Anita Race
H. Milton Stewart School of Industrial and Systems Engineering
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Summary Sentence: Polyhedral Stochastic Integer Programming

Full Summary: Polyhedral Stochastic Integer Programming

TITLE: Polyhedral Stochastic Integer Programming

SPEAKER: Dr. Shabbir Ahmed


I will describe a simple scheme for generating a valid inequality for a stochastic integer programs from a given valid inequality for its deterministic counterpart. Applications to stochastic lot-sizing problems will be discussed. This is joint work with Yongpei Guan and George Nemhauser and is based on the following two papers (preprints of the papers are available at http://www2.isye.gatech.edu/~sahmed/publications.html):

Y. Guan, S. Ahmed and G.L. Nemhauser. "Cutting planes for multi-stage stochastic integer programs," Operations Research, vol.57, pp.287-298, 2009

Y. Guan, S. Ahmed and G. L. Nemhauser. "Sequential pairing of mixed integer inequalities," Discrete Optimization, vol.4, pp.21-39, 2007

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H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

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  • Created By: Anita Race
  • Workflow Status: Published
  • Created On: Oct 12, 2009 - 4:16pm
  • Last Updated: Oct 7, 2016 - 9:46pm