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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.

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ISyE SEMINAR SERIES - Solving Stochastic Optimization Problems on Computational Grids

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Thursday - Wednesday
Dec 12
2002
-
Dec 11
2002
10:00am - 11:00pm

Contact: Barbara ChristopherIndustrial and Systems EngineeringContact Barbara Christopher404.385.3102

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School of Industrial and Systems Engineering (ISYE)

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  • Workflow Status: Published
  • Created By: Barbara Christopher
  • Created: 10/08/2010
  • Modified By: Fletcher Moore
  • Modified: 10/07/2016

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Seminar/Lecture/Colloquium

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