ISyE SEMINAR SERIES - CUTTING PLANE APPROACHES IN STOCHASTIC LINEAR PROGRAMMING

Event Details
  • Date/Time:
    • Tuesday April 2, 2002 - Monday April 1, 2002
      10:00 am - 11:00 pm
  • Location: IC 209
  • 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 - CUTTING PLANE APPROACHES IN STOCHASTIC LINEAR PROGRAMMING

Full Summary: ISyE SEMINAR SERIES - CUTTING PLANE APPROACHES IN STOCHASTIC LINEAR PROGRAMMING

Over the past decade, there has been phenomenal growth in
our ability to address real-world stochastic linear programs.
Much of this progress is the result of two basic ingredients:
sampling and decomposition. In this presentation, we will start with a sample mean optimization method for two stage problems, and proceed to refinements including stochastic cutting planes, and stochastic decomposition. We will also discuss how these methods can be extended to multi-stage problems. Finally, some computational results will be presented.

Additional Information

In Campus Calendar
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Groups

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

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Categories
Seminar/Lecture/Colloquium
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Status
  • Created By: Barbara Christopher
  • Workflow Status: Published
  • Created On: Oct 8, 2010 - 7:43am
  • Last Updated: Oct 7, 2016 - 9:53pm