【日期】11月10日

【时间】10:00—11:00

【主题】New Methodologies for Solving Stochastic Integer Programming Problems

【主讲人】Prof. Jim Luedtke

【主持人】Prof. Junyi Liu（刘俊驿）

【语言】English

【参加方式】腾讯会议Tencent Meeting，会议ID：427 390 848

【讲座介绍】Stochastic integer programming (SIP) problems combine the power of integer decision variables for modeling discrete decisions and logical relationships with the power of stochastic programming for operating, planning, and designing systems under uncertainty. Because of this combination, SIP can be useful in a wide range of applications including power grid operation, employee staffing, and supply chain network design. These combined powers also lead to models that can be difficult to solve directly. We present an overview of the branch-and-cut solution approach for this problem class and the results of recent research into new methods for generating cuts that can significantly improve the solution times.

【主讲人介绍】Dr. Jim Luedtke is a Professor in the Department of Industrial and Systems Engineering at the University of Wisconsin-Madison. Dr. Luedtke earned his Ph.D. at Georgia Tech and did postdoctoral work at the IBM T.J. Watson Research Center. Dr. Luedtke’s research is focused on methods for solving stochastic and mixed-integer optimization problems, as well as applications of such models. His current research interests include the investigation of computational methods for solving two and multi-stage stochastic integer programming problems and the integration of optimization and machine learning models. Dr. Luedtke serves on the editorial boards of the journals SIAM Journal on Optimization and Mathematical Programming Computation and is chair of the Mathematical Optimization Society Publications Committee.