ISyE SEMINAR SERIES - Solving Stochastic Optimization Problems on Computational Grids

Event Details
  • Date/Time:
    • Thursday December 12, 2002 - Wednesday December 11, 2002
      10:00 am - 11:00 pm
  • Location: ISyE 223
  • Phone:
  • URL:
  • Email:
  • Fee(s):
    N/A
  • Extras:
Contact
Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102
Summaries

Summary Sentence: ISyE SEMINAR SERIES - Solving Stochastic Optimization Problems on Computational Grids

Full Summary: ISyE SEMINAR SERIES - Solving Stochastic Optimization Problems on Computational Grids

We discuss a bundle/trust-region algorithm for solving two-stage linear stochastic programming problems with recourse and its implementation on a computational grid. Grids are parallel computing platforms assembled from workstations, PCs, PC clusters, and conventional parallel computers. We discuss results obtained by using our code in conjunction with sampling techniques to solve many instances of sampled approximations with large sample sizes. We are able to obtain high-quality solutions to several benchmark problems in the literature, and to explore various properties of these problems and their solution sets.

Additional Information

In Campus Calendar
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Groups

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

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Seminar/Lecture/Colloquium
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Status
  • Created By: Barbara Christopher
  • Workflow Status: Published
  • Created On: Oct 8, 2010 - 7:42am
  • Last Updated: Oct 7, 2016 - 9:53pm