----------------------
Workshop on
"MULTILEVEL OPTIMIZATION"
16th of December 2016, Zuse Insitute Berlin (ZIB), Berlin, Germany
Description
------------
Traditional mathematical optimization models are premised on the assumption
that there is a single decision to be made at a fixed point in time with a
fixed objective and that the decision-maker (DM) has deterministic
knowledge of all problem inputs. Multilevel/multistage optimization is a
generalized framework that allows for multiple (possibly competing) DMs
acting at multiple points in time. The framework subsumes both game
theoretic models, in which multiple DMs with competing objectives make
decisions sequentially, and recourse models, in which a single DM must make a sequence
of decisions over time in order to react to changing conditions.
In this workshop, we'll discuss the basic concepts underlying this approach
to modeling real-world optimization problems, focusing particularly on the
challenging case in which the models involve discrete decisions. We'll
first discuss the modeling framework itself, what types of applications
it's appropriate for, and what makes solution of these problems inherently
challenging. We'll then discuss the underlying theory, especially the
duality theory that lies at the heart of solution algorithms. Finally,
we'll discuss practical solution algorithms.
Speaker
------------
This workshop is held by Ted Ralphs.
Ted Ralphs received his Ph.D. in Operations Research from Cornell
University in 1995. He is currently a professor in the Department of
Industrial and Systems Engineering (ISE) at Lehigh University, where he
is director of the Laboratory for Computational Optimization Research at
Lehigh (COR@L) and chair of Lehigh's Research Computing Steering
Committee. He is a co-founder of the COIN-OR Foundation, a non-profit
foundation promoting the development of open source software for
operations research and is currently chair of the Technical Leadership
Council and a member of the Strategic Leadership Board, as well as
project manager of a number of projects hosted in the COIN-OR open
source software repository. His research interests include development
of methodology for solving discrete optimization problems, including
those with multiple levels or multiple objectives; development of
parallel search algorithms; development of open source software; and
applications of discrete optimization.
Organization
------------
The workshop will take place in the main lecture hall of ZIB (www.zib.de),
start at 9:30 am, and finish around 2:00 pm. There will be a
break around noon.
Registration
------------
The number of participants is limited, so please send an E-Mail with the
subject "Registration Multilevel Optimization Workshop" to hennig@zib.de
containing your name and your affiliation.
**********************************************************
*
* Contributions to be spread via DMANET are submitted to
*
* DMANET@zpr.uni-koeln.de
*
* Replies to a message carried on DMANET should NOT be
* addressed to DMANET but to the original sender. The
* original sender, however, is invited to prepare an
* update of the replies received and to communicate it
* via DMANET.
*
* DISCRETE MATHEMATICS AND ALGORITHMS NETWORK (DMANET)
* http://www.zaik.uni-koeln.de/AFS/publications/dmanet/
*
**********************************************************
Posts
